+1,439.2%
DIS vs RIO
+4,852.5%
-3,413.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 3M | +11.5% | -14.1% | +25.7% | +15.9% |
| 6M | +8.9% | -18.9% | +27.8% | +14.3% |
| YTD | +3.4% | +9.9% | -6.5% | -0.5% |
| 1Y | +7.2% | +27.0% | -19.8% | -0.9% |
| 3Y | +43.3% | +50.1% | -6.8% | +25.1% |
| 5Y | -31.4% | +95.3% | -126.7% | -45.3% |
| 10Y | +37.1% | +425.9% | -388.8% | -17.8% |
| All | +1,439.2% | +4,852.5% | -3,413.3% | +368.6% |
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