+60.6%
PYPL vs RIO
+381.1%
-320.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | +3.8% | -10.5% | +14.3% | +7.8% |
| 3M | -1.3% | -15.9% | +14.6% | +4.7% |
| 6M | +29.0% | -22.3% | +51.3% | +40.0% |
| YTD | +0.7% | +9.3% | -8.6% | -4.9% |
| 1Y | -12.3% | +23.0% | -35.3% | -20.9% |
| 3Y | +7.6% | +52.1% | -44.4% | -11.5% |
| 5Y | -71.7% | +88.9% | -160.6% | -79.1% |
| 10Y | +47.1% | +354.1% | -307.0% | -20.1% |
| All | +60.6% | +381.1% | -320.5% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling