-99.9%
DFNS vs RIO
+173.7%
-273.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -16.0% | 0.0% | -16.0% | -16.0% |
| 30D | -77.7% | +4.0% | -81.7% | -77.8% |
| 3M | -77.2% | +0.1% | -77.3% | -77.4% |
| 6M | -95.2% | +12.7% | -107.9% | -95.3% |
| YTD | -98.0% | +35.6% | -133.5% | -98.0% |
| 1Y | -98.3% | +73.7% | -172.0% | -98.3% |
| 3Y | -99.9% | +93.3% | -193.2% | -99.9% |
| 5Y | -99.9% | +92.4% | -192.3% | -99.9% |
| All | -99.9% | +173.7% | -273.5% | -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 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