+95.8%
RIO vs PL
+82.7%
+13.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | 0.0% | -9.3% | +9.3% | +0.7% |
| 30D | +4.0% | -18.9% | +22.9% | +5.5% |
| 3M | +0.1% | -58.4% | +58.5% | +6.1% |
| 6M | +12.7% | -30.3% | +43.0% | +14.3% |
| YTD | +35.6% | -8.1% | +43.7% | +34.3% |
| 1Y | +73.7% | +180.5% | -106.8% | +56.4% |
| 3Y | +93.3% | +444.1% | -350.8% | +56.6% |
| All | +95.8% | +82.7% | +13.2% | +69.0% |
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 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