+3,039.9%
RIO vs DGX
+8,794.8%
-5,754.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.0% | -2.2% | +3.2% | +1.6% |
| 30D | +4.0% | -0.9% | +4.9% | +4.3% |
| 3M | +4.5% | +15.6% | -11.1% | +0.3% |
| 6M | +17.3% | +17.8% | -0.5% | +11.7% |
| YTD | +36.2% | +37.5% | -1.3% | +24.1% |
| 1Y | +76.1% | +31.2% | +45.0% | +62.1% |
| 3Y | +102.5% | +96.6% | +5.9% | +65.1% |
| 5Y | +103.5% | +64.9% | +38.6% | +72.2% |
| 10Y | +619.2% | +254.6% | +364.6% | +378.6% |
| All | +3,039.9% | +8,794.8% | -5,754.9% | +1,233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling