+8.3%
DIS vs RIO
+29.3%
-21.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.7% |
| 7D | +9.1% | -1.6% | +10.7% | +9.2% |
| 30D | +14.8% | -11.6% | +26.4% | +16.5% |
| 3M | +21.2% | -12.7% | +33.9% | +22.9% |
| 6M | +18.3% | -12.4% | +30.7% | +19.7% |
| YTD | +5.4% | +11.0% | -5.6% | +3.6% |
| 1Y | +8.3% | +30.8% | -22.6% | -3.2% |
| All | +8.3% | +29.3% | -21.1% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling