+244.3%
DIA vs RIO
+604.6%
-360.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.7% |
| 7D | -3.0% | -3.4% | +0.3% | -2.0% |
| 30D | -3.0% | +0.6% | -3.6% | -3.3% |
| 3M | +4.5% | +2.5% | +2.0% | +3.3% |
| 6M | +9.8% | +10.8% | -1.0% | +5.4% |
| YTD | +9.3% | +30.5% | -21.2% | -0.8% |
| 1Y | +16.0% | +68.1% | -52.2% | -3.3% |
| 3Y | +57.7% | +94.0% | -36.3% | +23.2% |
| 5Y | +63.8% | +92.0% | -28.3% | +24.0% |
| All | +244.3% | +604.6% | -360.3% | +72.0% |
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 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