+345.8%
RIO vs DAR
+311.7%
+34.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -0.9% | +11.6% | -12.5% | -4.2% |
| 30D | -9.1% | -10.2% | +1.1% | -6.3% |
| 3M | -13.7% | -14.8% | +1.2% | -10.0% |
| 6M | -24.3% | -10.1% | -14.3% | -22.8% |
| YTD | +8.9% | +55.5% | -46.6% | -6.7% |
| 1Y | +22.7% | +61.7% | -39.0% | +3.5% |
| 3Y | +51.2% | +37.2% | +14.0% | +27.5% |
| 5Y | +88.1% | -26.9% | +115.0% | +91.4% |
| All | +345.8% | +311.7% | +34.1% | +129.7% |
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