+73.7%
RIO vs DRI
+6.9%
+66.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +4.0% | +3.8% | +0.1% | +3.4% |
| 3M | +0.1% | +13.0% | -12.9% | -1.7% |
| 6M | +12.7% | +8.3% | +4.4% | +11.3% |
| YTD | +35.6% | +20.6% | +14.9% | +29.7% |
| 1Y | +73.7% | +6.5% | +67.2% | +69.6% |
| All | +73.7% | +6.9% | +66.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling