+42,021.5%
DHR vs RIO
+6,041.4%
+35,980.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.8% | +1.9% | -2.8% | -1.3% |
| 30D | +0.2% | +5.0% | -4.7% | -0.9% |
| 3M | +12.1% | +5.1% | +6.9% | +10.4% |
| 6M | +5.4% | +17.6% | -12.2% | +0.6% |
| YTD | -10.0% | +36.3% | -46.3% | -17.4% |
| 1Y | +4.1% | +71.2% | -67.1% | -9.8% |
| 3Y | -5.2% | +102.7% | -107.9% | -21.8% |
| 5Y | -28.2% | +99.6% | -127.8% | -41.8% |
| 10Y | +208.4% | +603.1% | -394.7% | +76.7% |
| All | +42,021.5% | +6,041.4% | +35,980.1% | +12,042.5% |
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 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