+91.5%
RIO vs DGX
+66.8%
+24.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | +0.9% | -1.2% | +2.1% | +1.2% |
| 3M | -1.4% | +15.8% | -17.2% | -4.4% |
| 6M | +10.9% | +18.2% | -7.2% | +7.0% |
| YTD | +31.2% | +37.2% | -6.0% | +22.1% |
| 1Y | +67.9% | +30.4% | +37.6% | +57.7% |
| 3Y | +88.8% | +96.7% | -7.9% | +58.6% |
| All | +91.5% | +66.8% | +24.8% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling