-35.9%
DOW vs RIO
+101.7%
-137.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -6.0% | +1.0% | -7.0% | -6.4% |
| 30D | -2.7% | +4.0% | -6.8% | -4.7% |
| 3M | -10.5% | +4.5% | -15.0% | -12.9% |
| 6M | -12.4% | +17.3% | -29.8% | -20.8% |
| YTD | +30.0% | +36.2% | -6.2% | +8.2% |
| 1Y | +27.8% | +76.1% | -48.3% | -7.3% |
| 3Y | -34.9% | +102.5% | -137.5% | -56.2% |
| 5Y | -35.9% | +103.5% | -139.4% | -58.4% |
| All | -35.9% | +101.7% | -137.6% | -58.4% |
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