-99.6%
DFNS vs RIO
+27.0%
-126.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.3% |
| 7D | -13.0% | +0.5% | -13.5% | -13.4% |
| 30D | -56.9% | -9.9% | -47.0% | -53.2% |
| 3M | -93.2% | -14.0% | -79.2% | -92.3% |
| 6M | -95.4% | -19.5% | -75.9% | -95.0% |
| YTD | -99.5% | +11.5% | -111.0% | -99.6% |
| 1Y | -99.6% | +26.9% | -126.6% | -99.8% |
| All | -99.6% | +27.0% | -126.7% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling