+4,887.7%
RIO vs DD
+1,416.3%
+3,471.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +0.1% | +6.7% | -6.6% | -3.1% |
| 30D | -10.5% | +19.4% | -29.9% | -18.5% |
| 3M | -15.9% | +7.6% | -23.5% | -19.5% |
| 6M | -22.3% | +2.9% | -25.2% | -24.0% |
| YTD | +9.3% | +29.9% | -20.6% | -5.0% |
| 1Y | +23.0% | +28.6% | -5.6% | +7.3% |
| 3Y | +52.1% | +90.0% | -37.9% | +5.1% |
| 5Y | +88.9% | +68.1% | +20.7% | +36.1% |
| 10Y | +354.1% | +98.7% | +255.4% | +176.6% |
| All | +4,887.7% | +1,416.3% | +3,471.3% | +1,420.5% |
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