+79.2%
PR vs RIO
+21.8%
+57.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +6.0% | -0.9% | +6.9% | +5.9% |
| 30D | -4.2% | -9.1% | +4.9% | -4.2% |
| 3M | +10.0% | -13.7% | +23.6% | +10.0% |
| 6M | +15.6% | -24.3% | +39.9% | +15.2% |
| YTD | +68.2% | +8.9% | +59.3% | +61.6% |
| 1Y | +79.2% | +22.7% | +56.5% | +64.0% |
| All | +79.2% | +21.8% | +57.4% | +64.0% |
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