+584.5%
RIO vs DGX
+255.3%
+329.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | +0.9% | -1.2% | +2.1% | +1.3% |
| 3M | -1.4% | +15.8% | -17.2% | -5.6% |
| 6M | +10.9% | +18.2% | -7.2% | +5.5% |
| YTD | +31.2% | +37.2% | -6.0% | +19.1% |
| 1Y | +67.9% | +30.4% | +37.6% | +54.3% |
| 3Y | +88.8% | +96.7% | -7.9% | +51.1% |
| 5Y | +93.1% | +67.2% | +25.9% | +60.2% |
| All | +584.5% | +255.3% | +329.2% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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