-31.9%
DIS vs RIO
+94.1%
-126.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +5.2% | +2.2% | +3.0% | +4.6% |
| 30D | +11.5% | -10.1% | +21.6% | +14.5% |
| 3M | +11.5% | -14.1% | +25.7% | +15.7% |
| 6M | +8.9% | -18.9% | +27.8% | +14.3% |
| YTD | +3.4% | +9.9% | -6.5% | -1.1% |
| 1Y | +7.2% | +27.0% | -19.8% | -1.9% |
| 3Y | +43.3% | +50.1% | -6.8% | +22.4% |
| All | -31.9% | +94.1% | -126.0% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling