+207.9%
PDD vs RIO
+267.2%
-59.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -4.1% | 0.0% | -4.0% | -4.0% |
| 30D | -9.6% | +4.0% | -13.6% | -11.8% |
| 3M | -4.3% | +0.1% | -4.4% | -5.2% |
| 6M | -18.8% | +12.7% | -31.5% | -25.9% |
| YTD | -27.5% | +35.6% | -63.1% | -41.9% |
| 1Y | -33.6% | +73.7% | -107.3% | -55.1% |
| 3Y | -20.4% | +93.3% | -113.7% | -50.1% |
| 5Y | -19.6% | +92.4% | -112.0% | -49.7% |
| All | +207.9% | +267.2% | -59.3% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling