+309.4%
RIO vs PSLV
+109.5%
+199.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.2% | -3.5% | +0.3% | -2.0% |
| 30D | +0.9% | -2.1% | +3.1% | +1.6% |
| 3M | -1.4% | -1.6% | +0.2% | -1.2% |
| 6M | +10.9% | -25.5% | +36.4% | +21.7% |
| YTD | +31.2% | -11.4% | +42.6% | +30.4% |
| 1Y | +67.9% | +48.6% | +19.3% | +37.0% |
| 3Y | +88.8% | +166.9% | -78.1% | +22.7% |
| 5Y | +93.1% | +152.4% | -59.3% | +26.8% |
| 10Y | +593.0% | +187.8% | +405.2% | +317.2% |
| All | +309.4% | +109.5% | +199.9% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling