+584.5%
RIO vs PODD
+223.0%
+361.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | -3.2% | -10.5% | +7.3% | -1.8% |
| 30D | +0.9% | -9.0% | +10.0% | +2.1% |
| 3M | -1.4% | -11.5% | +10.1% | -0.7% |
| 6M | +10.9% | -44.7% | +55.7% | +18.9% |
| YTD | +31.2% | -53.6% | +84.8% | +44.1% |
| 1Y | +67.9% | -61.0% | +128.9% | +88.6% |
| 3Y | +88.8% | -24.7% | +113.5% | +88.0% |
| 5Y | +93.1% | -55.5% | +148.6% | +104.0% |
| All | +584.5% | +223.0% | +361.6% | +468.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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