-100.0%
DFNS vs RIO
+125.2%
-225.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.7% |
| 7D | -13.0% | +0.5% | -13.5% | -13.1% |
| 30D | -56.9% | -9.9% | -47.0% | -56.2% |
| 3M | -93.2% | -14.0% | -79.2% | -93.1% |
| 6M | -95.4% | -19.5% | -75.9% | -95.4% |
| YTD | -99.5% | +11.5% | -111.0% | -99.5% |
| 1Y | -99.6% | +26.9% | -126.6% | -99.6% |
| 3Y | -100.0% | +55.1% | -155.1% | -100.0% |
| 5Y | -100.0% | +90.7% | -190.6% | -100.0% |
| All | -100.0% | +125.2% | -225.1% | -100.0% |
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