+415.3%
PR vs RIO
+93.6%
+321.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +18.0% | +4.0% | +14.1% | +15.6% |
| 3M | +16.9% | +0.1% | +16.7% | +16.1% |
| 6M | +28.2% | +12.7% | +15.5% | +16.8% |
| YTD | +69.3% | +35.6% | +33.8% | +36.6% |
| 1Y | +69.5% | +73.7% | -4.2% | +16.0% |
| 3Y | +81.7% | +93.3% | -11.6% | +11.7% |
| All | +415.3% | +93.6% | +321.6% | +214.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling