+97.7%
DOCN vs RIO
+71.3%
+26.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.6% | -10.8% | -9.2% |
| 7D | -20.0% | -1.6% | -18.4% | -19.4% |
| 30D | -38.8% | -11.6% | -27.2% | -34.3% |
| 3M | -34.8% | -12.7% | -22.1% | -29.7% |
| 6M | -22.8% | -12.4% | -10.4% | -16.7% |
| YTD | +74.6% | +11.0% | +63.6% | +64.1% |
| 1Y | +116.4% | +30.8% | +85.6% | +86.3% |
| 3Y | +239.3% | +52.4% | +186.9% | +165.1% |
| 5Y | -20.2% | +96.4% | -116.7% | -42.0% |
| All | +97.7% | +71.3% | +26.4% | +49.7% |
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