+324.3%
DOCN vs RIO
+92.9%
+231.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | +1.1% | 0.0% | +1.2% | +1.1% |
| 30D | -9.6% | +4.0% | -13.6% | -11.8% |
| 3M | -37.7% | +0.1% | -37.8% | -38.0% |
| 6M | +115.2% | +12.7% | +102.5% | +100.1% |
| YTD | +133.7% | +35.6% | +98.2% | +93.3% |
| 1Y | +250.2% | +73.7% | +176.5% | +150.1% |
| All | +324.3% | +92.9% | +231.4% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling