+72.3%
BA vs RIO
+600.2%
-527.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -1.0% |
| 7D | +2.5% | +1.9% | +0.5% | +1.4% |
| 30D | -10.1% | +5.0% | -15.1% | -12.6% |
| 3M | -2.4% | +5.1% | -7.5% | -5.4% |
| 6M | -8.8% | +17.6% | -26.4% | -17.0% |
| YTD | -2.9% | +36.3% | -39.2% | -19.2% |
| 1Y | -8.8% | +71.2% | -79.9% | -33.2% |
| 3Y | -0.3% | +102.7% | -103.0% | -35.3% |
| 5Y | -0.3% | +99.6% | -99.9% | -38.1% |
| 10Y | +72.3% | +603.1% | -530.8% | -42.3% |
| All | +72.3% | +600.2% | -527.9% | -42.3% |
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