+134.1%
PSX vs RIO
+104.4%
+29.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | +2.8% | +1.9% | +0.9% | +2.4% |
| 30D | +27.8% | +5.0% | +22.8% | +26.1% |
| 3M | +42.0% | +5.1% | +36.9% | +39.9% |
| 6M | +58.1% | +17.6% | +40.5% | +48.0% |
| YTD | +105.0% | +36.3% | +68.7% | +79.4% |
| 1Y | +104.9% | +71.2% | +33.7% | +62.2% |
| 3Y | +134.1% | +102.7% | +31.4% | +73.1% |
| All | +134.1% | +104.4% | +29.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling