+87.8%
DT vs RIO
+166.4%
-78.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.1% | -0.9% | +4.1% | +3.4% |
| 30D | -29.5% | -9.1% | -20.4% | -27.3% |
| 3M | -11.7% | -13.7% | +2.0% | -7.7% |
| 6M | +29.0% | -24.3% | +53.3% | +40.5% |
| YTD | +3.4% | +8.9% | -5.5% | -3.0% |
| 1Y | -4.2% | +22.7% | -26.9% | -14.3% |
| 3Y | -12.8% | +51.2% | -64.0% | -29.8% |
| 5Y | -39.6% | +88.1% | -127.7% | -57.3% |
| All | +87.8% | +166.4% | -78.6% | -4.9% |
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