+198.7%
PDD vs RIO
+269.2%
-70.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.3% |
| 7D | -4.1% | +1.9% | -6.0% | -5.3% |
| 30D | -13.1% | +5.0% | -18.0% | -15.7% |
| 3M | -3.5% | +5.1% | -8.6% | -7.3% |
| 6M | -21.8% | +17.6% | -39.4% | -30.5% |
| YTD | -29.7% | +36.3% | -66.0% | -43.8% |
| 1Y | -36.2% | +71.2% | -107.4% | -56.4% |
| 3Y | -16.4% | +102.7% | -119.1% | -49.2% |
| 5Y | -23.8% | +99.6% | -123.4% | -53.3% |
| All | +198.7% | +269.2% | -70.5% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling