+124.0%
DPZ vs RIO
+408.2%
-284.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.2% |
| 7D | +6.6% | +2.2% | +4.3% | +6.3% |
| 30D | +10.3% | -10.1% | +20.4% | +11.8% |
| 3M | -6.2% | -14.1% | +8.0% | -4.4% |
| 6M | +4.2% | -18.9% | +23.1% | +6.8% |
| YTD | -18.4% | +9.9% | -28.3% | -20.3% |
| 1Y | -14.9% | +27.0% | -41.9% | -18.6% |
| 3Y | -4.6% | +50.1% | -54.7% | -11.5% |
| 5Y | -27.4% | +95.3% | -122.7% | -35.1% |
| All | +124.0% | +408.2% | -284.2% | +90.7% |
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 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