+363.3%
RIO vs DAR
+290.1%
+73.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.0% |
| 7D | +0.5% | +3.6% | -3.1% | -0.6% |
| 30D | -9.9% | -11.3% | +1.4% | -6.8% |
| 3M | -14.0% | -13.1% | -0.9% | -10.9% |
| 6M | -19.5% | -15.1% | -4.4% | -16.5% |
| YTD | +11.5% | +50.5% | -39.0% | -3.5% |
| 1Y | +26.9% | +57.9% | -31.0% | +7.9% |
| 3Y | +55.1% | +28.9% | +26.2% | +33.5% |
| 5Y | +90.7% | -31.4% | +122.1% | +98.2% |
| 10Y | +363.3% | +301.0% | +62.3% | +141.2% |
| All | +363.3% | +290.1% | +73.3% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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