+117.6%
DT vs RIO
+231.7%
-114.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | +2.0% | +4.0% | -1.9% | +0.6% |
| 3M | +20.0% | +0.1% | +19.9% | +19.5% |
| 6M | +39.3% | +12.7% | +26.6% | +31.6% |
| YTD | +19.8% | +35.6% | -15.8% | +4.8% |
| 1Y | +4.3% | +73.7% | -69.4% | -17.6% |
| 3Y | +7.7% | +93.3% | -85.6% | -20.3% |
| 5Y | -26.8% | +92.4% | -119.3% | -47.4% |
| All | +117.6% | +231.7% | -114.1% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling