+20,956.4%
PH vs RIO
+5,009.8%
+15,946.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.1% | +3.1% |
| 7D | +3.0% | +4.4% | -1.4% | +1.4% |
| 30D | -0.6% | -8.9% | +8.2% | +2.7% |
| 3M | -10.7% | -12.7% | +1.9% | -6.5% |
| 6M | +9.1% | -16.2% | +25.3% | +15.3% |
| YTD | +9.5% | +13.4% | -3.9% | +3.0% |
| 1Y | +14.0% | +30.9% | -16.9% | +1.7% |
| 3Y | +138.9% | +60.2% | +78.7% | +95.5% |
| 5Y | +209.1% | +98.9% | +110.2% | +128.2% |
| 10Y | +737.3% | +381.4% | +355.9% | +350.8% |
| All | +20,956.4% | +5,009.8% | +15,946.5% | +5,056.6% |
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