+169.5%
PR vs RIO
+608.1%
-438.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.9% |
| 6M | +28.2% | +12.7% | +15.5% | +17.2% |
| YTD | +69.3% | +35.6% | +33.8% | +38.8% |
| 1Y | +69.5% | +73.7% | -4.2% | +20.3% |
| 3Y | +81.7% | +93.3% | -11.6% | +18.7% |
| 5Y | +422.2% | +92.4% | +329.8% | +237.9% |
| 10Y | +110.4% | +606.9% | -496.6% | +14.7% |
| All | +169.5% | +608.1% | -438.6% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling