+45.6%
RIO vs PL
+46.3%
-0.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +0.5% | +13.4% | -12.9% | -0.6% |
| 30D | -9.9% | -10.2% | +0.3% | -9.4% |
| 3M | -14.0% | -39.5% | +25.5% | -11.1% |
| 6M | -19.5% | -65.7% | +46.2% | -13.8% |
| YTD | +11.5% | -27.3% | +38.8% | +12.1% |
| 1Y | +26.9% | +15.0% | +11.9% | +22.8% |
| 3Y | +55.1% | +560.8% | -505.7% | +23.5% |
| 5Y | +90.7% | +38.4% | +52.3% | +58.8% |
| All | +45.6% | +46.3% | -0.7% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling