+147.8%
PR vs RIO
+470.2%
-322.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.0% |
| 7D | -16.5% | -0.1% | -16.4% | -16.7% |
| 30D | -4.5% | -13.3% | +8.8% | +2.3% |
| 3M | +8.5% | -16.3% | +24.8% | +18.1% |
| 6M | -3.3% | -15.4% | +12.1% | +3.1% |
| YTD | +55.7% | +9.2% | +46.5% | +41.9% |
| 1Y | +82.0% | +26.5% | +55.5% | +52.5% |
| 3Y | +62.5% | +49.9% | +12.5% | +21.0% |
| 5Y | +223.9% | +93.9% | +130.0% | +107.4% |
| 10Y | +64.2% | +422.3% | -358.1% | -1.1% |
| All | +147.8% | +470.2% | -322.4% | +50.1% |
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