-2.8%
DPZ vs RIO
+50.8%
-53.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +5.0% |
| 7D | +10.1% | -1.6% | +11.7% | +10.3% |
| 30D | +14.6% | -11.6% | +26.2% | +16.4% |
| 3M | -6.8% | -12.7% | +6.0% | -5.2% |
| 6M | +4.4% | -12.4% | +16.8% | +5.6% |
| YTD | -16.8% | +11.0% | -27.8% | -20.7% |
| 1Y | -14.5% | +30.8% | -45.3% | -21.8% |
| All | -2.8% | +50.8% | -53.6% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling