+1,149.3%
PSX vs RIO
+293.0%
+856.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.5% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | -10.2% | -10.5% | +0.3% | -6.1% |
| 3M | +17.2% | -15.9% | +33.1% | +25.2% |
| 6M | +51.8% | -22.3% | +74.0% | +66.1% |
| YTD | +108.0% | +9.3% | +98.7% | +93.0% |
| 1Y | +96.1% | +23.0% | +73.1% | +72.3% |
| 3Y | +155.9% | +52.1% | +103.8% | +101.2% |
| 5Y | +306.9% | +88.9% | +218.1% | +183.1% |
| 10Y | +364.5% | +354.1% | +10.4% | +128.9% |
| All | +1,149.3% | +293.0% | +856.2% | +450.5% |
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