+21.2%
DIS vs RIO
+600.2%
-579.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -1.1% | +1.9% | -3.0% | -1.7% |
| 30D | +0.1% | +5.0% | -4.8% | -1.6% |
| 3M | +7.1% | +5.1% | +1.9% | +4.7% |
| 6M | +4.3% | +17.6% | -13.4% | -2.4% |
| YTD | -6.9% | +36.3% | -43.2% | -17.9% |
| 1Y | -10.3% | +71.2% | -81.5% | -27.4% |
| 3Y | +32.8% | +102.7% | -69.9% | -1.1% |
| 5Y | -41.5% | +99.6% | -141.1% | -57.4% |
| 10Y | +21.2% | +603.1% | -581.9% | -39.7% |
| All | +21.2% | +600.2% | -579.0% | -39.7% |
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 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