-48.9%
DOCS vs RIO
+97.5%
-146.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +5.2% |
| 7D | +1.2% | -1.6% | +2.8% | +1.8% |
| 30D | +21.3% | -11.6% | +32.9% | +26.1% |
| 3M | +58.4% | -12.7% | +71.1% | +64.8% |
| 6M | +39.3% | -12.4% | +51.7% | +43.8% |
| YTD | -21.7% | +11.0% | -32.7% | -27.3% |
| 1Y | -47.3% | +30.8% | -78.2% | -54.4% |
| 3Y | +58.2% | +52.4% | +5.7% | +24.4% |
| All | -48.9% | +97.5% | -146.4% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling