-31.1%
DOCN vs RIO
+94.3%
-125.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.7% | -14.2% | -14.8% |
| 7D | -29.3% | -0.1% | -29.2% | -29.2% |
| 30D | -46.0% | -13.3% | -32.8% | -40.9% |
| 3M | -43.2% | -16.3% | -26.9% | -36.6% |
| 6M | -53.7% | -15.4% | -38.3% | -48.8% |
| YTD | +46.9% | +9.2% | +37.8% | +38.3% |
| 1Y | +54.3% | +26.5% | +27.8% | +32.8% |
| 3Y | +185.5% | +49.9% | +135.6% | +117.4% |
| 5Y | -31.1% | +93.9% | -125.0% | -56.0% |
| All | -31.1% | +94.3% | -125.4% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling