+378.1%
PSX vs RIO
+608.6%
-230.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +1.7% | -3.2% | +4.9% | +3.3% |
| 30D | +15.6% | +0.9% | +14.7% | +14.8% |
| 3M | +46.5% | -1.4% | +47.9% | +46.3% |
| 6M | +55.0% | +10.9% | +44.1% | +43.3% |
| YTD | +105.3% | +31.2% | +74.1% | +72.5% |
| 1Y | +101.6% | +67.9% | +33.7% | +48.0% |
| 3Y | +134.1% | +88.8% | +45.3% | +57.9% |
| 5Y | +368.7% | +93.1% | +275.6% | +200.6% |
| All | +378.1% | +608.6% | -230.5% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling