-22.4%
BA vs RIO
+89.6%
-111.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -8.0% | -10.5% | +2.5% | -4.5% |
| 3M | -25.8% | -15.9% | -9.9% | -21.5% |
| 6M | -27.6% | -22.3% | -5.3% | -21.3% |
| YTD | -21.0% | +9.3% | -30.3% | -24.6% |
| 1Y | -12.3% | +23.0% | -35.3% | -20.0% |
| 3Y | -12.8% | +52.1% | -64.8% | -27.7% |
| 5Y | -22.4% | +88.9% | -111.2% | -43.5% |
| All | -22.4% | +89.6% | -111.9% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling