+73.7%
RIO vs PSLV
+57.1%
+16.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +4.0% | +7.3% | -3.3% | +1.7% |
| 3M | +0.1% | -7.4% | +7.6% | +1.9% |
| 6M | +12.7% | -20.3% | +33.0% | +18.6% |
| YTD | +35.6% | -8.2% | +43.8% | +33.5% |
| 1Y | +73.7% | +57.9% | +15.8% | +38.0% |
| All | +73.7% | +57.1% | +16.6% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling