+40.1%
PYPL vs RIO
+608.6%
-568.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.3% | -3.2% | +0.9% | -1.1% |
| 30D | -9.0% | +0.9% | -10.0% | -9.5% |
| 3M | +30.6% | -1.4% | +32.0% | +30.7% |
| 6M | +18.6% | +10.9% | +7.6% | +12.5% |
| YTD | -7.2% | +31.2% | -38.4% | -18.6% |
| 1Y | -19.3% | +67.9% | -87.2% | -36.3% |
| 3Y | -12.3% | +88.8% | -101.1% | -35.1% |
| 5Y | -80.9% | +93.1% | -174.0% | -86.4% |
| All | +40.1% | +608.6% | -568.5% | -30.7% |
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