+98.9%
RIO vs DRI
+76.5%
+22.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.9% |
| 7D | +4.4% | +3.1% | +1.3% | +3.8% |
| 30D | -8.9% | +16.2% | -25.1% | -11.7% |
| 3M | -12.7% | +8.4% | -21.0% | -14.3% |
| 6M | -16.2% | +19.0% | -35.2% | -19.7% |
| YTD | +13.4% | +28.8% | -15.4% | +6.3% |
| 1Y | +30.9% | +33.1% | -2.2% | +21.6% |
| 3Y | +60.2% | +70.8% | -10.6% | +36.8% |
| 5Y | +98.9% | +74.2% | +24.7% | +70.7% |
| All | +98.9% | +76.5% | +22.4% | +70.7% |
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