+61.9%
PYPL vs RIO
+388.4%
-326.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | +1.0% | +3.6% | -2.6% | -0.2% |
| 30D | +5.9% | -10.8% | +16.7% | +10.1% |
| 3M | -0.2% | -15.2% | +15.0% | +5.4% |
| 6M | +30.3% | -18.0% | +48.3% | +38.7% |
| YTD | +1.6% | +11.0% | -9.4% | -4.6% |
| 1Y | -10.3% | +26.4% | -36.6% | -19.9% |
| 3Y | +8.5% | +54.4% | -45.8% | -11.3% |
| 5Y | -71.0% | +98.1% | -169.0% | -79.0% |
| 10Y | +46.9% | +358.5% | -311.6% | -20.5% |
| All | +61.9% | +388.4% | -326.5% | -10.8% |
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