+1,055.3%
DELL vs RIO
+90.3%
+965.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.2% | -3.4% |
| 7D | -1.9% | -3.4% | +1.5% | -0.3% |
| 30D | +14.9% | +0.6% | +14.3% | +14.5% |
| 3M | +37.2% | +2.5% | +34.7% | +35.4% |
| 6M | +254.0% | +10.8% | +243.2% | +238.2% |
| YTD | +306.1% | +30.5% | +275.7% | +261.3% |
| 1Y | +312.3% | +68.1% | +244.1% | +229.1% |
| 3Y | +654.0% | +94.0% | +560.0% | +461.0% |
| 5Y | +1,055.3% | +92.0% | +963.3% | +760.7% |
| All | +1,055.3% | +90.3% | +965.0% | +760.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling