+64.6%
RIO vs PSKY
-39.6%
+104.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | -0.5% |
| 7D | -4.7% | -24.6% | +19.9% | -7.6% |
| 30D | -7.5% | -36.1% | +28.6% | -12.3% |
| 3M | +33.4% | -54.8% | +88.2% | +25.4% |
| 6M | +33.4% | -54.8% | +88.2% | +25.4% |
| YTD | +33.4% | -54.8% | +88.2% | +25.4% |
| 1Y | +38.0% | -58.4% | +96.4% | +30.2% |
| All | +64.6% | -39.6% | +104.2% | +48.5% |
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