+330.3%
RIO vs DG
+617.0%
-286.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | +0.1% | -2.5% | +2.6% | +0.5% |
| 30D | -10.5% | +7.7% | -18.2% | -11.7% |
| 3M | -15.9% | +13.1% | -29.0% | -17.8% |
| 6M | -22.3% | +32.0% | -54.3% | -26.2% |
| YTD | +9.3% | +3.3% | +6.0% | +7.9% |
| 1Y | +23.0% | +31.7% | -8.6% | +16.3% |
| 3Y | +52.1% | +21.7% | +30.4% | +40.8% |
| 5Y | +88.9% | -34.7% | +123.6% | +94.7% |
| 10Y | +354.1% | +106.7% | +247.4% | +259.4% |
| All | +330.3% | +617.0% | -286.8% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling