+87.7%
RIO vs DTE
+45.3%
+42.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.9% |
| 7D | -3.4% | -2.0% | -1.4% | -2.9% |
| 30D | +0.6% | -2.4% | +3.0% | +1.1% |
| 3M | +2.5% | -7.3% | +9.8% | +4.2% |
| 6M | +10.8% | -7.6% | +18.4% | +12.6% |
| YTD | +30.5% | +5.8% | +24.7% | +27.1% |
| 1Y | +68.1% | +2.3% | +65.8% | +65.3% |
| All | +87.7% | +45.3% | +42.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling