+8.5%
PYPL vs RIO
+56.4%
-47.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.6% |
| 7D | +1.0% | +3.6% | -2.6% | +0.1% |
| 30D | +5.9% | -10.8% | +16.7% | +8.7% |
| 3M | -0.2% | -15.2% | +15.0% | +3.7% |
| 6M | +30.3% | -18.0% | +48.3% | +36.5% |
| YTD | +1.6% | +11.0% | -9.4% | -5.1% |
| 1Y | -10.3% | +26.4% | -36.6% | -20.7% |
| 3Y | +8.5% | +54.4% | -45.8% | -13.4% |
| All | +8.5% | +56.4% | -47.8% | -13.4% |
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 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