+78.7%
PR vs RIO
+364.8%
-286.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | -4.6% | -9.9% | +5.3% | +0.7% |
| 3M | +4.7% | -14.0% | +18.7% | +13.2% |
| 6M | +12.4% | -19.5% | +32.0% | +24.5% |
| YTD | +62.9% | +11.5% | +51.3% | +44.6% |
| 1Y | +70.6% | +26.9% | +43.6% | +39.4% |
| 3Y | +90.0% | +55.1% | +34.9% | +33.1% |
| 5Y | +255.5% | +90.7% | +164.8% | +114.3% |
| 10Y | +78.7% | +363.3% | -284.6% | -9.9% |
| All | +78.7% | +364.8% | -286.0% | -9.9% |
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