+3,965.7%
RIO vs DRI
+7,577.6%
-3,612.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | +4.0% | +3.8% | +0.1% | +2.7% |
| 3M | +0.1% | +13.0% | -12.9% | -3.7% |
| 6M | +12.7% | +8.3% | +4.4% | +9.5% |
| YTD | +35.6% | +20.6% | +14.9% | +27.3% |
| 1Y | +73.7% | +6.5% | +67.2% | +68.7% |
| 3Y | +93.3% | +53.7% | +39.6% | +65.8% |
| 5Y | +92.4% | +72.7% | +19.8% | +56.8% |
| 10Y | +606.9% | +363.2% | +243.8% | +288.8% |
| All | +3,965.7% | +7,577.6% | -3,612.0% | +1,255.5% |
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