+584.5%
RIO vs PSKY
-74.6%
+659.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | -3.2% | -2.4% | -0.8% | -2.9% |
| 30D | +0.9% | +11.6% | -10.7% | -0.9% |
| 3M | -1.4% | +1.5% | -3.0% | -1.9% |
| 6M | +10.9% | +7.7% | +3.2% | +9.1% |
| YTD | +31.2% | -20.1% | +51.3% | +34.2% |
| 1Y | +67.9% | -38.3% | +106.2% | +77.6% |
| 3Y | +88.8% | -17.7% | +106.5% | +80.5% |
| 5Y | +93.1% | -69.9% | +163.0% | +115.3% |
| All | +584.5% | -74.6% | +659.1% | +510.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling