+28.1%
BA vs RIO
+392.9%
-364.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -2.2% |
| 7D | -1.7% | +4.4% | -6.1% | -3.9% |
| 30D | -9.5% | -8.9% | -0.6% | -5.3% |
| 3M | -26.5% | -12.7% | -13.8% | -21.7% |
| 6M | -27.4% | -16.2% | -11.2% | -21.3% |
| YTD | -20.6% | +13.4% | -34.0% | -27.7% |
| 1Y | -11.4% | +30.9% | -42.3% | -25.6% |
| 3Y | -10.8% | +60.2% | -71.0% | -34.7% |
| 5Y | -21.9% | +98.9% | -120.8% | -52.9% |
| 10Y | +28.1% | +381.4% | -353.3% | -48.8% |
| All | +28.1% | +392.9% | -364.8% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling