+21,088.4%
PH vs RIO
+6,008.3%
+15,080.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -3.1% | 0.0% | -3.0% | -3.0% |
| 30D | -3.2% | +4.0% | -7.2% | -4.8% |
| 3M | +10.6% | +0.1% | +10.5% | +10.0% |
| 6M | -2.1% | +12.7% | -14.8% | -7.2% |
| YTD | +10.2% | +35.6% | -25.4% | -2.8% |
| 1Y | +28.2% | +73.7% | -45.5% | +3.1% |
| 3Y | +134.9% | +93.3% | +41.6% | +79.6% |
| 5Y | +253.6% | +92.4% | +161.2% | +163.8% |
| 10Y | +804.7% | +606.9% | +197.8% | +326.2% |
| All | +21,088.4% | +6,008.3% | +15,080.2% | +4,769.0% |
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