-38.7%
DOCS vs RIO
+50.0%
-88.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -0.8% | +2.2% | -3.0% | -1.4% |
| 30D | +17.4% | -10.1% | +27.5% | +21.3% |
| 3M | +57.4% | -14.1% | +71.5% | +64.3% |
| 6M | +26.5% | -18.9% | +45.4% | +34.0% |
| YTD | -26.6% | +9.9% | -36.5% | -31.3% |
| 1Y | -48.1% | +27.0% | -75.0% | -54.1% |
| 3Y | +52.6% | +50.1% | +2.6% | +23.0% |
| 5Y | -52.1% | +95.3% | -147.4% | -65.1% |
| All | -38.7% | +50.0% | -88.7% | -54.8% |
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 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