+52.6%
DOCS vs RIO
+49.3%
+3.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -0.8% | +2.2% | -3.0% | -1.1% |
| 30D | +17.4% | -10.1% | +27.5% | +19.0% |
| 3M | +57.4% | -14.1% | +71.5% | +60.1% |
| 6M | +26.5% | -18.9% | +45.4% | +30.0% |
| YTD | -26.6% | +9.9% | -36.5% | -29.7% |
| 1Y | -48.1% | +27.0% | -75.0% | -52.3% |
| 3Y | +52.6% | +50.1% | +2.6% | +24.7% |
| All | +52.6% | +49.3% | +3.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling