+70.6%
PR vs RIO
+27.0%
+43.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | -4.6% | -9.9% | +5.3% | -4.6% |
| 3M | +4.7% | -14.0% | +18.7% | +4.6% |
| 6M | +12.4% | -19.5% | +32.0% | +12.2% |
| YTD | +62.9% | +11.5% | +51.3% | +57.0% |
| 1Y | +70.6% | +26.9% | +43.6% | +57.3% |
| All | +70.6% | +27.0% | +43.5% | +57.3% |
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 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