+3,301.1%
RIO vs DRI
+8,100.2%
-4,799.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.7% |
| 7D | +4.4% | +3.1% | +1.3% | +3.5% |
| 30D | -8.9% | +16.2% | -25.1% | -12.8% |
| 3M | -12.7% | +8.4% | -21.0% | -15.0% |
| 6M | -16.2% | +19.0% | -35.2% | -20.9% |
| YTD | +13.4% | +28.8% | -15.4% | +4.3% |
| 1Y | +30.9% | +33.1% | -2.2% | +19.1% |
| 3Y | +60.2% | +70.8% | -10.6% | +33.0% |
| 5Y | +98.9% | +74.2% | +24.7% | +61.6% |
| 10Y | +381.4% | +345.5% | +35.9% | +167.4% |
| All | +3,301.1% | +8,100.2% | -4,799.1% | +1,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling