+287.6%
RIO vs DBX
+22.6%
+264.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -3.2% | +2.1% | -5.3% | -3.6% |
| 30D | +0.9% | +5.7% | -4.8% | -0.3% |
| 3M | -1.4% | +31.8% | -33.2% | -6.9% |
| 6M | +10.9% | +37.5% | -26.5% | +3.2% |
| YTD | +31.2% | +27.9% | +3.3% | +23.7% |
| 1Y | +67.9% | +15.0% | +52.9% | +61.3% |
| 3Y | +88.8% | +27.2% | +61.6% | +73.1% |
| 5Y | +93.1% | +12.8% | +80.3% | +77.5% |
| All | +287.6% | +22.6% | +264.9% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling