+23.1%
PH vs RIO
+67.4%
-44.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.8% |
| 7D | -3.1% | -3.4% | +0.2% | -2.5% |
| 30D | -11.8% | +0.6% | -12.4% | -12.0% |
| 3M | +6.9% | +2.5% | +4.4% | +6.0% |
| 6M | -1.3% | +10.8% | -12.1% | -4.8% |
| YTD | +7.0% | +30.5% | -23.5% | -0.9% |
| 1Y | +23.1% | +68.1% | -45.0% | +8.4% |
| All | +23.1% | +67.4% | -44.2% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling