+103.5%
RIO vs DD
+59.3%
+44.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.0% |
| 7D | +1.0% | -3.8% | +4.7% | +2.6% |
| 30D | +4.0% | -9.2% | +13.3% | +8.4% |
| 3M | +4.5% | -9.0% | +13.5% | +8.7% |
| 6M | +17.3% | -5.0% | +22.3% | +19.7% |
| YTD | +36.2% | +7.4% | +28.8% | +32.0% |
| 1Y | +76.1% | +35.1% | +41.0% | +54.0% |
| 3Y | +102.5% | +43.2% | +59.3% | +68.4% |
| 5Y | +103.5% | +59.6% | +43.9% | +54.4% |
| All | +103.5% | +59.3% | +44.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling