+4.3%
DT vs RIO
+95.3%
-91.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +0.1% | +4.0% | -4.0% | -0.4% |
| 3M | +24.1% | +4.5% | +19.6% | +23.5% |
| 6M | +30.1% | +17.3% | +12.8% | +26.4% |
| YTD | +16.8% | +36.2% | -19.4% | +9.5% |
| 1Y | -0.1% | +76.1% | -76.2% | -12.0% |
| All | +4.3% | +95.3% | -91.0% | -12.6% |
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