+22.7%
RIO vs PCOR
+1.3%
+21.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -0.9% | +3.0% | -4.0% | -0.9% |
| 30D | -9.1% | +38.7% | -47.8% | -8.6% |
| 3M | -13.7% | +24.9% | -38.5% | -13.5% |
| 6M | -24.3% | +68.8% | -93.1% | -22.7% |
| YTD | +8.9% | +6.7% | +2.2% | +13.3% |
| 1Y | +22.7% | +3.0% | +19.7% | +28.8% |
| All | +22.7% | +1.3% | +21.4% | +28.8% |
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