+21,315.4%
PH vs RIO
+4,925.8%
+16,389.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +6.9% | +0.5% | +6.4% | +6.7% |
| 30D | +1.7% | -9.9% | +11.6% | +5.5% |
| 3M | -8.1% | -14.0% | +5.9% | -3.2% |
| 6M | +11.5% | -19.5% | +31.0% | +19.6% |
| YTD | +11.4% | +11.5% | -0.2% | +5.3% |
| 1Y | +14.1% | +26.9% | -12.8% | +2.9% |
| 3Y | +138.2% | +55.1% | +83.1% | +97.2% |
| 5Y | +216.0% | +90.7% | +125.3% | +137.0% |
| 10Y | +710.0% | +363.3% | +346.6% | +341.7% |
| All | +21,315.4% | +4,925.8% | +16,389.5% | +5,175.3% |
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 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