+3,477.6%
DLR vs RIO
+1,073.0%
+2,404.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +0.5% | -9.9% | +10.4% | +3.2% |
| 3M | -4.4% | -14.0% | +9.6% | -0.8% |
| 6M | -6.4% | -19.5% | +13.1% | -1.6% |
| YTD | +19.5% | +11.5% | +7.9% | +15.2% |
| 1Y | +10.5% | +26.9% | -16.4% | +3.1% |
| 3Y | +54.0% | +55.1% | -1.1% | +34.9% |
| 5Y | +39.7% | +90.7% | -51.0% | +13.9% |
| 10Y | +189.5% | +363.3% | -173.8% | +76.8% |
| All | +3,477.6% | +1,073.0% | +2,404.5% | +1,385.5% |
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