+54.4%
PYPL vs RIO
+354.4%
-300.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | +5.7% | -9.1% | +14.8% | +9.6% |
| 3M | -1.9% | -13.7% | +11.8% | +3.6% |
| 6M | +31.8% | -24.3% | +56.2% | +45.8% |
| YTD | +2.4% | +8.9% | -6.4% | -4.0% |
| 1Y | -8.2% | +22.7% | -30.9% | -18.3% |
| 3Y | +10.2% | +51.2% | -41.0% | -11.7% |
| 5Y | -71.2% | +88.1% | -159.3% | -79.8% |
| All | +54.4% | +354.4% | -300.0% | -21.4% |
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