+26.9%
RIO vs DAR
+65.2%
-38.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.1% |
| 7D | +0.5% | +3.6% | -3.1% | 0.0% |
| 30D | -9.9% | -11.3% | +1.4% | -8.7% |
| 3M | -14.0% | -13.1% | -0.9% | -13.0% |
| 6M | -19.5% | -15.1% | -4.4% | -18.0% |
| YTD | +11.5% | +50.5% | -39.0% | +1.2% |
| 1Y | +26.9% | +57.9% | -31.0% | +14.5% |
| All | +26.9% | +65.2% | -38.3% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling