+77.9%
RIO vs PL
+81.7%
-3.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.7% |
| 7D | +1.9% | -7.5% | +9.5% | +2.5% |
| 30D | +5.0% | -25.6% | +30.5% | +7.2% |
| 3M | +5.1% | -45.6% | +50.7% | +9.5% |
| 6M | +17.6% | -29.5% | +47.2% | +19.1% |
| YTD | +36.3% | -9.7% | +46.0% | +35.2% |
| 1Y | +71.2% | +84.4% | -13.2% | +60.0% |
| 3Y | +102.7% | +550.0% | -447.3% | +62.1% |
| 5Y | +99.6% | +79.0% | +20.6% | +65.0% |
| All | +77.9% | +81.7% | -3.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling