+92.0%
RIO vs DBX
+8.4%
+83.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.4% |
| 7D | -3.4% | -1.8% | -1.5% | -3.1% |
| 30D | +0.6% | +2.8% | -2.3% | 0.0% |
| 3M | +2.5% | +26.8% | -24.2% | -1.7% |
| 6M | +10.8% | +32.8% | -22.0% | +4.8% |
| YTD | +30.5% | +26.1% | +4.4% | +24.5% |
| 1Y | +68.1% | +14.1% | +54.0% | +63.3% |
| 3Y | +94.0% | +25.7% | +68.3% | +78.3% |
| 5Y | +92.0% | +11.2% | +80.8% | +72.4% |
| All | +92.0% | +8.4% | +83.6% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling