-38.8%
DOCS vs RIO
+51.5%
-90.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -0.7% |
| 7D | -0.6% | +3.6% | -4.1% | -1.6% |
| 30D | +6.3% | -10.8% | +17.1% | +10.0% |
| 3M | +26.5% | -15.2% | +41.7% | +32.5% |
| 6M | +24.8% | -18.0% | +42.8% | +31.7% |
| YTD | -26.8% | +11.0% | -37.8% | -31.7% |
| 1Y | -38.3% | +26.4% | -64.6% | -45.3% |
| 3Y | +36.0% | +54.4% | -18.3% | +8.4% |
| 5Y | -55.0% | +98.1% | -153.1% | -67.4% |
| All | -38.8% | +51.5% | -90.3% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling