+96.1%
RIO vs DD
+45.9%
+50.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.9% | -0.6% | +2.5% | +2.2% |
| 30D | +5.0% | -7.4% | +12.4% | +8.0% |
| 3M | +5.1% | -6.4% | +11.6% | +7.7% |
| 6M | +17.6% | -2.5% | +20.1% | +18.7% |
| YTD | +36.3% | +10.2% | +26.1% | +32.2% |
| 1Y | +71.2% | +36.9% | +34.2% | +53.6% |
| All | +96.1% | +45.9% | +50.2% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling