+30.8%
RIO vs DBX
+22.5%
+8.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.8% |
| 7D | -1.6% | -1.1% | -0.5% | -1.7% |
| 30D | -11.6% | +5.0% | -16.6% | -11.3% |
| 3M | -12.7% | +4.6% | -17.3% | -12.3% |
| 6M | -12.4% | +43.9% | -56.3% | -10.0% |
| YTD | +11.0% | +29.9% | -18.9% | +13.4% |
| 1Y | +30.8% | +24.6% | +6.2% | +33.4% |
| All | +30.8% | +22.5% | +8.3% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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