-61.5%
DOCS vs RIO
+73.7%
-135.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +21.8% | +4.0% | +17.9% | +21.4% |
| 3M | +27.3% | +0.1% | +27.2% | +27.7% |
| 6M | -0.3% | +12.7% | -13.1% | -0.6% |
| YTD | -40.5% | +35.6% | -76.1% | -44.3% |
| 1Y | -61.5% | +73.7% | -135.2% | -67.8% |
| All | -61.5% | +73.7% | -135.3% | -67.8% |
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