+121.1%
DPZ vs RIO
+392.9%
-271.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.4% |
| 7D | +3.7% | +4.4% | -0.8% | +3.1% |
| 30D | +8.0% | -8.9% | +16.9% | +9.3% |
| 3M | -4.2% | -12.7% | +8.5% | -2.6% |
| 6M | +4.6% | -16.2% | +20.8% | +6.7% |
| YTD | -18.4% | +13.4% | -31.8% | -20.6% |
| 1Y | -16.8% | +30.9% | -47.7% | -20.7% |
| 3Y | -5.0% | +60.2% | -65.2% | -12.6% |
| 5Y | -27.8% | +98.9% | -126.7% | -35.6% |
| 10Y | +121.1% | +381.4% | -260.4% | +87.5% |
| All | +121.1% | +392.9% | -271.8% | +87.5% |
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