+203.8%
DHR vs RIO
+608.6%
-404.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -3.2% | -0.4% | -2.8% |
| 30D | -2.7% | +0.9% | -3.7% | -3.0% |
| 3M | +10.9% | -1.4% | +12.4% | +11.1% |
| 6M | +3.0% | +10.9% | -7.9% | -0.5% |
| YTD | -12.2% | +31.2% | -43.4% | -19.2% |
| 1Y | +3.3% | +67.9% | -64.6% | -11.2% |
| 3Y | -8.2% | +88.8% | -97.0% | -24.2% |
| 5Y | -29.9% | +93.1% | -123.0% | -43.7% |
| All | +203.8% | +608.6% | -404.9% | +80.5% |
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