+619.2%
RIO vs DRI
+348.4%
+270.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.3% |
| 7D | +1.0% | -4.8% | +5.8% | +2.3% |
| 30D | +4.0% | -3.9% | +8.0% | +5.0% |
| 3M | +4.5% | +5.1% | -0.5% | +2.9% |
| 6M | +17.3% | +5.5% | +11.8% | +15.0% |
| YTD | +36.2% | +16.5% | +19.7% | +29.6% |
| 1Y | +76.1% | +2.0% | +74.2% | +73.4% |
| 3Y | +102.5% | +54.5% | +48.0% | +74.9% |
| 5Y | +103.5% | +66.6% | +36.9% | +69.2% |
| 10Y | +619.2% | +353.6% | +265.6% | +288.3% |
| All | +619.2% | +348.4% | +270.7% | +288.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling