+84.5%
PR vs RIO
+354.4%
-270.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +6.0% | -0.9% | +6.9% | +6.4% |
| 30D | -4.2% | -9.1% | +4.9% | +0.6% |
| 3M | +10.0% | -13.7% | +23.6% | +18.5% |
| 6M | +15.6% | -24.3% | +39.9% | +32.7% |
| YTD | +68.2% | +8.9% | +59.3% | +51.3% |
| 1Y | +79.2% | +22.7% | +56.5% | +49.3% |
| 3Y | +94.9% | +51.2% | +43.7% | +38.5% |
| 5Y | +272.8% | +88.1% | +184.7% | +126.1% |
| All | +84.5% | +354.4% | -270.0% | -6.1% |
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