+402.3%
RIO vs DOC
+14.9%
+387.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -0.1% | +6.2% | -6.3% | -1.9% |
| 30D | -13.3% | +6.5% | -19.7% | -15.0% |
| 3M | -16.3% | -6.2% | -10.0% | -14.8% |
| 6M | -15.4% | +25.6% | -41.0% | -21.8% |
| YTD | +9.2% | +32.1% | -22.9% | -0.9% |
| 1Y | +26.5% | +20.3% | +6.2% | +18.0% |
| 3Y | +49.9% | +42.7% | +7.2% | +30.9% |
| 5Y | +93.9% | -22.2% | +116.1% | +100.5% |
| All | +402.3% | +14.9% | +387.4% | +368.2% |
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