+6,084.9%
RIO vs DD
+1,189.8%
+4,895.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | 0.0% | -3.5% | +3.5% | +1.7% |
| 30D | +4.0% | -10.3% | +14.3% | +9.5% |
| 3M | +0.1% | -7.5% | +7.7% | +3.9% |
| 6M | +12.7% | -8.0% | +20.7% | +17.0% |
| YTD | +35.6% | +10.5% | +25.1% | +28.4% |
| 1Y | +73.7% | +38.3% | +35.4% | +46.0% |
| 3Y | +93.3% | +42.5% | +50.8% | +54.6% |
| 5Y | +92.4% | +60.2% | +32.3% | +42.0% |
| 10Y | +606.9% | +68.9% | +538.1% | +369.8% |
| All | +6,084.9% | +1,189.8% | +4,895.1% | +1,955.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling