+345.8%
RIO vs DG
+105.2%
+240.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -9.1% | +3.2% | -12.3% | -9.6% |
| 3M | -13.7% | +10.4% | -24.1% | -15.1% |
| 6M | -24.3% | +33.2% | -57.5% | -27.9% |
| YTD | +8.9% | +3.0% | +5.9% | +7.8% |
| 1Y | +22.7% | +31.2% | -8.6% | +16.8% |
| 3Y | +51.2% | +21.8% | +29.4% | +40.9% |
| 5Y | +88.1% | -35.0% | +123.1% | +96.7% |
| All | +345.8% | +105.2% | +240.6% | +253.6% |
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