+4,404.4%
DELL vs RIO
+608.6%
+3,795.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +11.7% |
| 7D | +8.2% | -3.2% | +11.4% | +9.9% |
| 30D | +17.1% | +0.9% | +16.2% | +16.5% |
| 3M | +45.2% | -1.4% | +46.6% | +45.9% |
| 6M | +286.8% | +10.9% | +275.8% | +268.8% |
| YTD | +354.8% | +31.2% | +323.6% | +301.3% |
| 1Y | +358.3% | +67.9% | +290.3% | +262.3% |
| 3Y | +724.9% | +88.8% | +636.1% | +511.9% |
| 5Y | +1,193.7% | +93.1% | +1,100.6% | +819.9% |
| All | +4,404.4% | +608.6% | +3,795.8% | +2,092.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling