+93.9%
RIO vs DECK
+25.8%
+68.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.5% |
| 7D | -0.1% | +6.0% | -6.1% | -0.9% |
| 30D | -13.3% | +7.4% | -20.7% | -14.1% |
| 3M | -16.3% | -11.7% | -4.6% | -15.1% |
| 6M | -15.4% | -11.0% | -4.5% | -14.5% |
| YTD | +9.2% | -15.4% | +24.5% | +10.6% |
| 1Y | +26.5% | +7.2% | +19.3% | +23.9% |
| 3Y | +49.9% | -11.8% | +61.7% | +41.9% |
| 5Y | +93.9% | +24.3% | +69.6% | +63.5% |
| All | +93.9% | +25.8% | +68.2% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling