+94.7%
RIO vs DOC
+20.8%
+73.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | 0.0% | -1.5% | +1.4% | +0.4% |
| 30D | +4.0% | -4.8% | +8.7% | +5.4% |
| 3M | +0.1% | +6.9% | -6.8% | -2.2% |
| 6M | +12.7% | +20.7% | -8.0% | +5.7% |
| YTD | +35.6% | +34.1% | +1.4% | +22.8% |
| 1Y | +73.7% | +22.6% | +51.0% | +61.2% |
| All | +94.7% | +20.8% | +73.9% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling