+70.3%
PR vs RIO
+353.3%
-283.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +2.1% |
| 7D | -9.5% | +3.6% | -13.1% | -11.5% |
| 30D | -5.7% | -10.8% | +5.1% | +0.1% |
| 3M | +3.0% | -15.2% | +18.2% | +12.2% |
| 6M | +11.8% | -18.0% | +29.8% | +22.4% |
| YTD | +58.5% | +11.0% | +47.5% | +41.1% |
| 1Y | +69.9% | +26.4% | +43.5% | +39.2% |
| 3Y | +84.9% | +54.4% | +30.6% | +29.9% |
| 5Y | +246.4% | +98.1% | +148.4% | +103.6% |
| 10Y | +70.3% | +358.5% | -288.2% | -14.2% |
| All | +70.3% | +353.3% | -283.0% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling