+1,364.1%
BAC vs RIO
+4,900.4%
-3,536.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | +2.1% | +3.6% | -1.5% | +0.7% |
| 30D | -6.7% | -10.8% | +4.1% | -2.4% |
| 3M | -20.2% | -15.2% | -5.0% | -15.1% |
| 6M | -0.2% | -18.0% | +17.8% | +6.9% |
| YTD | -6.4% | +11.0% | -17.4% | -11.9% |
| 1Y | -3.1% | +26.4% | -29.5% | -13.6% |
| 3Y | +96.7% | +54.4% | +42.4% | +58.8% |
| 5Y | +21.3% | +98.1% | -76.8% | -14.1% |
| 10Y | +237.7% | +358.5% | -120.8% | +67.3% |
| All | +1,364.1% | +4,900.4% | -3,536.3% | +284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling