-99.9%
DFNS vs RIO
+97.3%
-197.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +0.8% | +1.9% | -1.1% | +0.4% |
| 30D | -73.2% | +5.0% | -78.2% | -73.4% |
| 3M | -72.4% | +5.1% | -77.6% | -72.9% |
| 6M | -95.2% | +17.6% | -112.8% | -95.3% |
| YTD | -98.0% | +36.3% | -134.3% | -98.0% |
| 1Y | -98.3% | +71.2% | -169.4% | -98.3% |
| 3Y | -99.9% | +102.7% | -202.6% | -99.9% |
| 5Y | -99.9% | +99.6% | -199.4% | -99.9% |
| All | -99.9% | +97.3% | -197.2% | -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 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