+126.0%
DUK vs RIO
+608.6%
-482.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.2% |
| 30D | -2.4% | +0.9% | -3.4% | -2.6% |
| 3M | -3.0% | -1.4% | -1.6% | -3.0% |
| 6M | -6.6% | +10.9% | -17.5% | -8.4% |
| YTD | +4.6% | +31.2% | -26.7% | -0.3% |
| 1Y | +1.2% | +67.9% | -66.7% | -7.2% |
| 3Y | +45.7% | +88.8% | -43.1% | +29.7% |
| 5Y | +40.3% | +93.1% | -52.8% | +22.3% |
| All | +126.0% | +608.6% | -482.6% | +60.2% |
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