+65.2%
PR vs RIO
+408.2%
-343.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | -16.4% | +2.2% | -18.7% | -17.6% |
| 30D | -1.9% | -10.1% | +8.2% | +3.8% |
| 3M | +8.0% | -14.1% | +22.1% | +16.8% |
| 6M | +4.1% | -18.9% | +23.0% | +14.7% |
| YTD | +58.7% | +9.9% | +48.8% | +42.3% |
| 1Y | +75.8% | +27.0% | +48.8% | +43.9% |
| 3Y | +73.2% | +50.1% | +23.1% | +24.3% |
| 5Y | +230.1% | +95.3% | +134.9% | +97.0% |
| All | +65.2% | +408.2% | -343.0% | -13.3% |
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 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