-14.8%
PYPL vs RIO
+95.3%
-110.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -4.3% | +1.0% | -5.3% | -4.6% |
| 30D | -11.5% | +4.0% | -15.5% | -12.4% |
| 3M | +26.1% | +4.5% | +21.6% | +24.6% |
| 6M | +13.7% | +17.3% | -3.7% | +7.9% |
| YTD | -9.8% | +36.2% | -46.0% | -20.1% |
| 1Y | -22.1% | +76.1% | -98.2% | -38.1% |
| All | -14.8% | +95.3% | -110.1% | -37.6% |
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