+51.4%
PYPL vs RIO
+496.6%
-445.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -4.9% | +4.0% | -8.9% | -6.3% |
| 3M | +28.9% | +0.1% | +28.7% | +28.3% |
| 6M | +18.2% | +12.7% | +5.5% | +12.1% |
| YTD | -5.0% | +35.6% | -40.6% | -16.7% |
| 1Y | -18.8% | +73.7% | -92.5% | -35.3% |
| 3Y | -12.6% | +93.3% | -105.9% | -33.9% |
| 5Y | -80.8% | +92.4% | -173.2% | -85.8% |
| 10Y | +49.9% | +606.9% | -557.0% | -28.5% |
| All | +51.4% | +496.6% | -445.2% | -22.1% |
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