+395.5%
BAC vs RIO
+605.6%
-210.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +1.2% | +1.9% | -0.8% | +0.3% |
| 30D | -0.7% | +5.0% | -5.7% | -3.1% |
| 3M | +16.9% | +5.1% | +11.8% | +13.6% |
| 6M | +29.6% | +17.6% | +12.0% | +18.6% |
| YTD | +15.3% | +36.3% | -21.0% | -2.4% |
| 1Y | +28.8% | +71.2% | -42.4% | -2.6% |
| 3Y | +136.4% | +102.7% | +33.7% | +60.2% |
| 5Y | +72.9% | +99.6% | -26.7% | +12.6% |
| All | +395.5% | +605.6% | -210.0% | +75.4% |
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