+300.4%
RIO vs DBX
+20.1%
+280.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.9% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | +4.0% | -0.5% | +4.5% | +3.9% |
| 3M | +0.1% | +28.1% | -27.9% | -4.9% |
| 6M | +12.7% | +33.1% | -20.4% | +5.5% |
| YTD | +35.6% | +25.3% | +10.3% | +28.3% |
| 1Y | +73.7% | +18.3% | +55.3% | +65.7% |
| 3Y | +93.3% | +25.0% | +68.3% | +77.8% |
| 5Y | +92.4% | +7.5% | +84.9% | +78.6% |
| All | +300.4% | +20.1% | +280.3% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling