+1,112.1%
PSX vs RIO
+387.4%
+724.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +4.5% | 0.0% | +4.6% | +4.5% |
| 30D | +26.6% | +4.0% | +22.6% | +24.2% |
| 3M | +39.3% | +0.1% | +39.1% | +38.0% |
| 6M | +56.8% | +12.7% | +44.1% | +45.7% |
| YTD | +101.8% | +35.6% | +66.3% | +71.7% |
| 1Y | +99.6% | +73.7% | +25.9% | +51.3% |
| 3Y | +140.3% | +93.3% | +47.0% | +70.9% |
| 5Y | +339.3% | +92.4% | +246.9% | +205.4% |
| 10Y | +369.9% | +606.9% | -237.1% | +96.8% |
| All | +1,112.1% | +387.4% | +724.7% | +389.8% |
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