+50.1%
RIO vs PL
+455.3%
-405.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.4% | -9.7% | -0.1% |
| 7D | +2.2% | -6.8% | +9.1% | +2.7% |
| 30D | -10.1% | -29.3% | +19.2% | -8.0% |
| 3M | -14.1% | -44.8% | +30.6% | -10.8% |
| 6M | -18.9% | -68.4% | +49.5% | -13.0% |
| YTD | +9.9% | -36.4% | +46.3% | +11.9% |
| 1Y | +27.0% | +0.7% | +26.3% | +25.1% |
| 3Y | +50.1% | +455.3% | -405.2% | +22.0% |
| All | +50.1% | +455.3% | -405.2% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling