+94.7%
RIO vs PCOR
-14.4%
+109.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.8% |
| 7D | 0.0% | -9.0% | +8.9% | +0.8% |
| 30D | +4.0% | +4.2% | -0.2% | +3.5% |
| 3M | +0.1% | +14.4% | -14.3% | -1.1% |
| 6M | +12.7% | +0.2% | +12.5% | +12.2% |
| YTD | +35.6% | -20.3% | +55.8% | +38.9% |
| 1Y | +73.7% | -16.1% | +89.8% | +76.1% |
| All | +94.7% | -14.4% | +109.1% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling