+99.6%
RIO vs DAR
-8.5%
+108.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +5.0% | +13.0% | -8.0% | +1.4% |
| 3M | +5.1% | +15.0% | -9.9% | +0.8% |
| 6M | +17.6% | +26.8% | -9.2% | +9.5% |
| YTD | +36.3% | +86.4% | -50.1% | +14.6% |
| 1Y | +71.2% | +115.1% | -43.9% | +37.4% |
| 3Y | +102.7% | +14.6% | +88.1% | +90.6% |
| 5Y | +99.6% | -8.8% | +108.4% | +98.5% |
| All | +99.6% | -8.5% | +108.1% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling