+99.6%
RIO vs DRI
+70.3%
+29.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.9% |
| 7D | +1.9% | -1.2% | +3.2% | +2.2% |
| 30D | +5.0% | -0.4% | +5.3% | +5.0% |
| 3M | +5.1% | +9.5% | -4.4% | +2.8% |
| 6M | +17.6% | +6.5% | +11.2% | +15.5% |
| YTD | +36.3% | +18.4% | +17.9% | +30.3% |
| 1Y | +71.2% | +4.2% | +67.0% | +68.2% |
| 3Y | +102.7% | +57.1% | +45.6% | +77.1% |
| 5Y | +99.6% | +70.4% | +29.2% | +67.1% |
| All | +99.6% | +70.3% | +29.2% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling