-10.8%
DOW vs RIO
+226.9%
-237.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +0.4% | +4.0% | -3.6% | -2.3% |
| 3M | -14.4% | +0.1% | -14.5% | -15.3% |
| 6M | -7.0% | +12.7% | -19.7% | -16.1% |
| YTD | +30.2% | +35.6% | -5.4% | +3.6% |
| 1Y | +29.2% | +73.7% | -44.5% | -12.8% |
| 3Y | -36.7% | +93.3% | -130.0% | -60.7% |
| 5Y | -37.7% | +92.4% | -130.1% | -63.2% |
| All | -10.8% | +226.9% | -237.7% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling