+402.3%
RIO vs DECK
+885.7%
-483.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.4% |
| 7D | -0.1% | +6.0% | -6.1% | -1.3% |
| 30D | -13.3% | +7.4% | -20.7% | -14.6% |
| 3M | -16.3% | -11.7% | -4.6% | -14.4% |
| 6M | -15.4% | -11.0% | -4.5% | -14.1% |
| YTD | +9.2% | -15.4% | +24.5% | +11.2% |
| 1Y | +26.5% | +7.2% | +19.3% | +22.4% |
| 3Y | +49.9% | -11.8% | +61.7% | +40.8% |
| 5Y | +93.9% | +24.3% | +69.6% | +61.3% |
| All | +402.3% | +885.7% | -483.3% | +133.6% |
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