+1,103.7%
DIA vs RIO
+3,020.0%
-1,916.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +0.9% | +3.6% | -2.7% | 0.0% |
| 30D | +1.1% | -10.8% | +11.9% | +4.0% |
| 3M | -2.9% | -15.2% | +12.3% | +1.0% |
| 6M | +5.9% | -18.0% | +23.9% | +10.7% |
| YTD | +9.8% | +11.0% | -1.2% | +6.0% |
| 1Y | +11.7% | +26.4% | -14.6% | +4.3% |
| 3Y | +59.5% | +54.4% | +5.2% | +40.1% |
| 5Y | +57.5% | +98.1% | -40.5% | +27.2% |
| 10Y | +235.9% | +358.5% | -122.6% | +115.3% |
| All | +1,103.7% | +3,020.0% | -1,916.3% | +282.7% |
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