+745.1%
RIO vs PSKY
-42.2%
+787.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +4.0% | +24.0% | -20.0% | -3.3% |
| 3M | +0.1% | +2.2% | -2.0% | -1.2% |
| 6M | +12.7% | -9.0% | +21.7% | +14.3% |
| YTD | +35.6% | -18.1% | +53.7% | +40.4% |
| 1Y | +73.7% | -25.1% | +98.8% | +80.9% |
| 3Y | +93.3% | -16.3% | +109.6% | +70.1% |
| 5Y | +92.4% | -70.4% | +162.8% | +127.9% |
| 10Y | +606.9% | -74.2% | +681.1% | +583.5% |
| All | +745.1% | -42.2% | +787.3% | +310.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling