+361.6%
PSX vs RIO
+354.4%
+7.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +7.8% | -0.9% | +8.7% | +8.3% |
| 30D | -10.9% | -9.1% | -1.8% | -7.0% |
| 3M | +14.5% | -13.7% | +28.2% | +22.0% |
| 6M | +56.1% | -24.3% | +80.5% | +75.4% |
| YTD | +109.6% | +8.9% | +100.7% | +91.5% |
| 1Y | +95.5% | +22.7% | +72.8% | +67.3% |
| 3Y | +156.2% | +51.2% | +105.0% | +91.9% |
| 5Y | +310.0% | +88.1% | +221.9% | +160.6% |
| All | +361.6% | +354.4% | +7.2% | +103.1% |
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