+13.0%
DLR vs RIO
+29.3%
-16.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.8% |
| 7D | +2.8% | -1.6% | +4.4% | +3.1% |
| 30D | +2.8% | -11.6% | +14.4% | +5.4% |
| 3M | -4.0% | -12.7% | +8.7% | -1.3% |
| 6M | -5.6% | -12.4% | +6.8% | -2.8% |
| YTD | +21.9% | +11.0% | +10.9% | +24.4% |
| 1Y | +13.0% | +30.8% | -17.8% | +13.6% |
| All | +13.0% | +29.3% | -16.3% | +13.6% |
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 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