+87.7%
RIO vs PSKY
-20.6%
+108.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.3% |
| 7D | -3.4% | -6.0% | +2.6% | -3.0% |
| 30D | +0.6% | +10.7% | -10.1% | -0.1% |
| 3M | +2.5% | +1.2% | +1.4% | +2.4% |
| 6M | +10.8% | +1.5% | +9.3% | +10.5% |
| YTD | +30.5% | -21.8% | +52.2% | +32.0% |
| 1Y | +68.1% | -30.2% | +98.3% | +70.6% |
| All | +87.7% | -20.6% | +108.3% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling