+87.0%
PR vs RIO
+29.3%
+57.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.6% | -10.1% | -6.4% |
| 7D | -12.1% | -1.6% | -10.5% | -12.0% |
| 30D | +0.9% | -11.6% | +12.5% | +0.8% |
| 3M | +10.1% | -12.7% | +22.9% | +10.1% |
| 6M | +1.1% | -12.4% | +13.5% | +1.2% |
| YTD | +63.7% | +11.0% | +52.7% | +60.8% |
| 1Y | +87.0% | +30.8% | +56.2% | +83.7% |
| All | +87.0% | +29.3% | +57.7% | +83.7% |
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