+26.9%
RIO vs PL
+8.6%
+18.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +0.5% | +13.4% | -12.9% | -0.7% |
| 30D | -9.9% | -10.2% | +0.3% | -9.3% |
| 3M | -14.0% | -39.5% | +25.5% | -10.9% |
| 6M | -19.5% | -65.7% | +46.2% | -13.6% |
| YTD | +11.5% | -27.3% | +38.8% | +16.0% |
| 1Y | +26.9% | +15.0% | +11.9% | +31.5% |
| All | +26.9% | +8.6% | +18.3% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling