+4,770.1%
DELL vs RIO
+590.6%
+4,179.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | +25.6% | +1.9% | +23.7% | +24.6% |
| 30D | +17.7% | +5.0% | +12.7% | +14.9% |
| 3M | +33.4% | +5.1% | +28.3% | +30.2% |
| 6M | +266.2% | +17.6% | +248.6% | +239.8% |
| YTD | +328.0% | +36.3% | +291.7% | +271.1% |
| 1Y | +339.6% | +71.2% | +268.4% | +244.4% |
| 3Y | +694.6% | +102.7% | +591.9% | +471.2% |
| 5Y | +1,122.0% | +99.6% | +1,022.4% | +755.8% |
| 10Y | +4,062.5% | +603.1% | +3,459.4% | +1,885.1% |
| All | +4,770.1% | +590.6% | +4,179.5% | +2,240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling