+235.7%
DIA vs RIO
+354.4%
-118.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.1% | -0.9% | +3.1% | +2.4% |
| 30D | +1.5% | -9.1% | +10.6% | +4.5% |
| 3M | -2.4% | -13.7% | +11.3% | +2.0% |
| 6M | +6.0% | -24.3% | +30.3% | +15.0% |
| YTD | +10.1% | +8.9% | +1.2% | +5.5% |
| 1Y | +11.8% | +22.7% | -10.9% | +3.0% |
| 3Y | +59.7% | +51.2% | +8.5% | +35.0% |
| 5Y | +57.9% | +88.1% | -30.2% | +18.8% |
| All | +235.7% | +354.4% | -118.7% | +88.6% |
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