-81.6%
PYPL vs RIO
+101.7%
-183.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.6% |
| 3M | +26.1% | +4.5% | +21.6% | +24.0% |
| 6M | +13.7% | +17.3% | -3.7% | +6.7% |
| YTD | -9.8% | +36.2% | -46.0% | -20.8% |
| 1Y | -22.1% | +76.1% | -98.2% | -38.3% |
| 3Y | -13.5% | +102.5% | -116.0% | -36.1% |
| 5Y | -81.6% | +103.5% | -185.1% | -86.6% |
| All | -81.6% | +101.7% | -183.3% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling