+115.6%
DT vs RIO
+219.2%
-103.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +3.0% |
| 7D | -2.5% | -3.4% | +0.8% | -1.5% |
| 30D | +3.5% | +0.6% | +3.0% | +3.1% |
| 3M | +26.7% | +2.5% | +24.2% | +25.1% |
| 6M | +36.1% | +10.8% | +25.3% | +29.3% |
| YTD | +18.6% | +30.5% | -11.8% | +5.0% |
| 1Y | +7.9% | +68.1% | -60.2% | -13.8% |
| 3Y | +8.6% | +94.0% | -85.5% | -20.1% |
| 5Y | -26.7% | +92.0% | -118.7% | -47.6% |
| All | +115.6% | +219.2% | -103.6% | +3.0% |
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