+475.0%
DINO vs RIO
+608.6%
-133.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.3% | -3.2% | +5.5% | +3.9% |
| 30D | +22.6% | +0.9% | +21.7% | +21.7% |
| 3M | +55.2% | -1.4% | +56.7% | +55.0% |
| 6M | +93.8% | +10.9% | +82.8% | +78.8% |
| YTD | +139.5% | +31.2% | +108.3% | +100.4% |
| 1Y | +115.3% | +67.9% | +47.4% | +56.8% |
| 3Y | +98.8% | +88.8% | +10.0% | +32.6% |
| 5Y | +333.5% | +93.1% | +240.4% | +172.6% |
| All | +475.0% | +608.6% | -133.7% | +74.8% |
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