+749.7%
RIO vs PSKY
-42.6%
+792.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.9% | +2.4% | -0.4% | +1.1% |
| 30D | +5.0% | +17.5% | -12.6% | -0.7% |
| 3M | +5.1% | +4.4% | +0.7% | +3.0% |
| 6M | +17.6% | -9.0% | +26.7% | +19.3% |
| YTD | +36.3% | -18.6% | +54.9% | +41.4% |
| 1Y | +71.2% | -27.7% | +98.9% | +80.5% |
| 3Y | +102.7% | -16.9% | +119.6% | +78.8% |
| 5Y | +99.6% | -70.3% | +169.8% | +135.9% |
| 10Y | +603.1% | -74.9% | +678.1% | +590.9% |
| All | +749.7% | -42.6% | +792.2% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PSKY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling