-0.9%
BA vs RIO
+93.6%
-94.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -11.6% | +4.0% | -15.6% | -13.0% |
| 3M | -2.4% | +0.1% | -2.5% | -2.7% |
| 6M | -6.6% | +12.7% | -19.3% | -10.9% |
| YTD | -2.2% | +35.6% | -37.8% | -13.1% |
| 1Y | -8.0% | +73.7% | -81.7% | -25.5% |
| 3Y | -5.0% | +93.3% | -98.3% | -27.0% |
| All | -0.9% | +93.6% | -94.5% | -24.3% |
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 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