+200.5%
P vs RIO
+51.7%
+148.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +11.6% | -0.9% | +12.5% | +12.2% |
| 30D | -23.7% | -9.1% | -14.6% | -19.5% |
| 3M | -8.0% | -13.7% | +5.7% | -0.4% |
| 6M | +27.9% | -24.3% | +52.2% | +48.6% |
| YTD | +61.2% | +8.9% | +52.3% | +53.7% |
| 1Y | +28.6% | +22.7% | +6.0% | +14.3% |
| 3Y | +200.5% | +51.2% | +149.3% | +127.3% |
| All | +200.5% | +51.7% | +148.8% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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