+584.5%
RIO vs DG
+101.8%
+482.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -3.2% | -6.5% | +3.3% | -2.3% |
| 30D | +0.9% | +4.2% | -3.2% | +0.2% |
| 3M | -1.4% | +9.5% | -10.9% | -3.1% |
| 6M | +10.9% | -13.1% | +24.1% | +12.8% |
| YTD | +31.2% | -4.8% | +36.1% | +31.6% |
| 1Y | +67.9% | +20.6% | +47.3% | +61.8% |
| 3Y | +88.8% | +4.9% | +83.9% | +80.5% |
| 5Y | +93.1% | -37.9% | +131.0% | +102.4% |
| All | +584.5% | +101.8% | +482.7% | +407.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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