+405.8%
RIO vs DOC
+15.7%
+390.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +2.2% | +6.5% | -4.2% | +0.4% |
| 30D | -10.1% | +9.2% | -19.3% | -12.6% |
| 3M | -14.1% | -2.5% | -11.6% | -13.6% |
| 6M | -18.9% | +7.1% | -26.0% | -21.0% |
| YTD | +9.9% | +33.0% | -23.1% | -0.4% |
| 1Y | +27.0% | +23.3% | +3.7% | +17.6% |
| 3Y | +50.1% | +44.9% | +5.1% | +30.5% |
| 5Y | +95.3% | -21.6% | +116.9% | +101.5% |
| All | +405.8% | +15.7% | +390.1% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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