+95.9%
RIO vs DG
+4.6%
+91.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | +1.0% | -4.8% | +5.8% | +1.3% |
| 30D | +4.0% | +1.8% | +2.3% | +3.9% |
| 3M | +4.5% | +14.5% | -9.9% | +3.4% |
| 6M | +17.3% | -13.6% | +30.9% | +18.4% |
| YTD | +36.2% | -4.8% | +41.0% | +36.7% |
| 1Y | +76.1% | +21.6% | +54.6% | +74.2% |
| All | +95.9% | +4.6% | +91.3% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling