+181.2%
DLR vs RIO
+354.4%
-173.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +3.3% | -0.9% | +4.3% | +3.5% |
| 30D | +4.6% | -9.1% | +13.7% | +6.8% |
| 3M | -8.3% | -13.7% | +5.4% | -5.2% |
| 6M | -5.6% | -24.3% | +18.7% | +0.2% |
| YTD | +18.7% | +8.9% | +9.8% | +15.7% |
| 1Y | +17.1% | +22.7% | -5.6% | +11.0% |
| 3Y | +54.4% | +51.2% | +3.2% | +38.0% |
| 5Y | +36.5% | +88.1% | -51.6% | +14.6% |
| All | +181.2% | +354.4% | -173.2% | +90.3% |
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