+90.3%
RIO vs PL
+31.5%
+58.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | -0.9% | +10.0% | -11.0% | -1.7% |
| 30D | -9.1% | -2.3% | -6.8% | -9.1% |
| 3M | -13.7% | -44.2% | +30.5% | -10.2% |
| 6M | -24.3% | -66.1% | +41.8% | -18.9% |
| YTD | +8.9% | -30.0% | +38.9% | +9.7% |
| 1Y | +22.7% | +21.0% | +1.6% | +18.3% |
| 3Y | +51.2% | +516.5% | -465.3% | +21.2% |
| All | +90.3% | +31.5% | +58.8% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling