+2,925.5%
RIO vs DAR
+1,481.7%
+1,443.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.2% |
| 7D | +0.1% | +9.2% | -9.0% | -0.9% |
| 30D | -10.5% | -12.3% | +1.8% | -9.2% |
| 3M | -15.9% | -12.7% | -3.2% | -14.8% |
| 6M | -22.3% | -12.8% | -9.5% | -21.4% |
| YTD | +9.3% | +53.8% | -44.5% | +3.6% |
| 1Y | +23.0% | +60.3% | -37.2% | +16.0% |
| 3Y | +52.1% | +31.7% | +20.3% | +44.4% |
| 5Y | +88.9% | -27.7% | +116.6% | +90.2% |
| 10Y | +354.1% | +309.8% | +44.4% | +278.9% |
| All | +2,925.5% | +1,481.7% | +1,443.8% | +2,455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling