+46.3%
RIO vs PCOR
-10.3%
+56.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +2.2% | +22.7% | -20.5% | -0.1% |
| 30D | -10.1% | +37.5% | -47.6% | -13.3% |
| 3M | -14.1% | +35.2% | -49.3% | -17.2% |
| 6M | -18.9% | +42.2% | -61.1% | -22.5% |
| YTD | +9.9% | +3.6% | +6.3% | +8.5% |
| 1Y | +27.0% | -4.8% | +31.7% | +26.7% |
| 3Y | +50.1% | +48.3% | +1.7% | +38.0% |
| 5Y | +95.3% | -20.1% | +115.3% | +81.6% |
| All | +46.3% | -10.3% | +56.6% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling