-100.0%
DFNS vs RIO
+128.9%
-228.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -3.5% |
| 7D | -42.8% | +4.4% | -47.2% | -43.2% |
| 30D | -67.6% | -8.9% | -58.7% | -67.1% |
| 3M | -94.9% | -12.7% | -82.2% | -94.7% |
| 6M | -96.7% | -16.2% | -80.5% | -96.7% |
| YTD | -99.6% | +13.4% | -113.0% | -99.6% |
| 1Y | -99.7% | +30.9% | -130.6% | -99.7% |
| 3Y | -100.0% | +60.2% | -160.2% | -100.0% |
| 5Y | -100.0% | +98.9% | -198.9% | -100.0% |
| All | -100.0% | +128.9% | -228.9% | -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 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