-47.3%
DOCS vs RIO
+29.3%
-76.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +6.4% |
| 7D | +1.2% | -1.6% | +2.8% | +1.0% |
| 30D | +21.3% | -11.6% | +32.9% | +20.5% |
| 3M | +58.4% | -12.7% | +71.1% | +56.8% |
| 6M | +39.3% | -12.4% | +51.7% | +38.9% |
| YTD | -21.7% | +11.0% | -32.7% | -26.5% |
| 1Y | -47.3% | +30.8% | -78.2% | -58.8% |
| All | -47.3% | +29.3% | -76.7% | -58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling