-2.5%
DPZ vs RIO
+48.3%
-50.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.5% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +12.8% | -13.3% | +26.1% | +14.9% |
| 3M | -6.2% | -16.3% | +10.0% | -4.1% |
| 6M | +4.3% | -15.4% | +19.7% | +6.1% |
| YTD | -16.6% | +9.2% | -25.8% | -20.3% |
| 1Y | -12.8% | +26.5% | -39.3% | -19.8% |
| All | -2.5% | +48.3% | -50.8% | -14.8% |
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