+3,595.7%
DLR vs RIO
+1,325.7%
+2,270.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -3.4% | +4.0% | -7.3% | -4.4% |
| 3M | +0.5% | +0.1% | +0.4% | +0.1% |
| 6M | +4.6% | +12.7% | -8.2% | +0.9% |
| YTD | +23.4% | +35.6% | -12.1% | +13.3% |
| 1Y | +19.0% | +73.7% | -54.7% | +2.4% |
| 3Y | +56.5% | +93.3% | -36.8% | +29.6% |
| 5Y | +33.3% | +92.4% | -59.1% | +8.2% |
| 10Y | +165.1% | +606.9% | -441.8% | +44.8% |
| All | +3,595.7% | +1,325.7% | +2,270.0% | +1,360.8% |
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