-99.9%
DFNS vs RIO
+164.9%
-264.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -6.3% | -3.2% | -3.1% | -5.9% |
| 30D | -74.0% | +0.9% | -74.9% | -74.0% |
| 3M | -70.1% | -1.4% | -68.7% | -70.4% |
| 6M | -93.9% | +10.9% | -104.9% | -94.0% |
| YTD | -98.1% | +31.2% | -129.3% | -98.1% |
| 1Y | -98.3% | +67.9% | -166.2% | -98.3% |
| 3Y | -99.9% | +88.8% | -188.7% | -99.9% |
| 5Y | -99.9% | +93.1% | -193.0% | -99.9% |
| All | -99.9% | +164.9% | -264.7% | -99.9% |
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