+405.8%
RIO vs DECK
+874.1%
-468.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +2.2% | +5.8% | -3.5% | +1.1% |
| 30D | -10.1% | +7.9% | -18.0% | -11.5% |
| 3M | -14.1% | -11.4% | -2.7% | -12.3% |
| 6M | -18.9% | -16.6% | -2.3% | -16.5% |
| YTD | +9.9% | -16.4% | +26.3% | +12.2% |
| 1Y | +27.0% | +8.6% | +18.3% | +22.5% |
| 3Y | +50.1% | -15.1% | +65.2% | +42.3% |
| 5Y | +95.3% | +22.9% | +72.4% | +62.8% |
| All | +405.8% | +874.1% | -468.3% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling