+30.8%
RIO vs PSLV
+7.9%
+23.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.0% | -2.4% | +1.7% |
| 7D | -1.6% | -2.6% | +1.0% | -0.8% |
| 30D | -11.6% | -14.2% | +2.6% | -7.4% |
| 3M | -12.7% | -12.2% | -0.5% | -9.3% |
| 6M | -12.4% | -28.1% | +15.7% | -3.7% |
| YTD | +11.0% | -28.2% | +39.2% | +19.1% |
| 1Y | +30.8% | +9.1% | +21.7% | +32.8% |
| All | +30.8% | +7.9% | +23.0% | +32.8% |
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