-10.6%
BA vs RIO
+29.3%
-40.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.2% |
| 7D | +5.9% | -1.6% | +7.5% | +6.3% |
| 30D | -8.2% | -11.6% | +3.4% | -5.0% |
| 3M | -25.4% | -12.7% | -12.6% | -22.7% |
| 6M | -20.0% | -12.4% | -7.6% | -17.1% |
| YTD | -18.5% | +11.0% | -29.5% | -17.7% |
| 1Y | -10.6% | +30.8% | -41.5% | -14.6% |
| All | -10.6% | +29.3% | -40.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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