+171.8%
DLR vs RIO
+604.6%
-432.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.0% |
| 7D | -1.3% | -3.4% | +2.1% | -0.6% |
| 30D | -2.9% | +0.6% | -3.4% | -3.0% |
| 3M | +3.2% | +2.5% | +0.7% | +2.4% |
| 6M | +3.9% | +10.8% | -6.9% | +1.1% |
| YTD | +21.4% | +30.5% | -9.0% | +13.7% |
| 1Y | +9.7% | +68.1% | -58.5% | -3.1% |
| 3Y | +56.5% | +94.0% | -37.5% | +32.6% |
| 5Y | +41.5% | +92.0% | -50.5% | +18.1% |
| All | +171.8% | +604.6% | -432.9% | +63.6% |
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 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