+30.8%
RIO vs PCOR
+4.0%
+26.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +19.7% | -16.1% | +3.7% |
| 7D | -1.6% | +21.8% | -23.4% | -1.4% |
| 30D | -11.6% | +39.5% | -51.1% | -11.1% |
| 3M | -12.7% | +35.2% | -48.0% | -12.2% |
| 6M | -12.4% | +21.7% | -34.1% | -11.9% |
| YTD | +11.0% | +3.9% | +7.1% | +13.8% |
| 1Y | +30.8% | +6.9% | +23.9% | +33.8% |
| All | +30.8% | +4.0% | +26.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling