+619.2%
RIO vs CDW
+262.5%
+356.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +1.0% | -4.2% | +5.2% | +2.2% |
| 30D | +4.0% | +4.9% | -0.8% | +2.2% |
| 3M | +4.5% | +7.3% | -2.8% | +0.9% |
| 6M | +17.3% | +19.2% | -1.8% | +6.9% |
| YTD | +36.2% | +6.2% | +30.0% | +28.3% |
| 1Y | +76.1% | -14.0% | +90.2% | +78.9% |
| 3Y | +102.5% | -30.0% | +132.5% | +116.1% |
| 5Y | +103.5% | -23.6% | +127.1% | +103.6% |
| 10Y | +619.2% | +269.4% | +349.8% | +266.5% |
| All | +619.2% | +262.5% | +356.7% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CDW 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling