+1,710.8%
BAC vs RIO
+6,008.3%
-4,297.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | +4.0% | -4.4% | -2.1% |
| 3M | +16.9% | +0.1% | +16.8% | +16.2% |
| 6M | +26.6% | +12.7% | +13.9% | +19.3% |
| YTD | +15.8% | +35.6% | -19.8% | +0.7% |
| 1Y | +27.2% | +73.7% | -46.5% | -0.3% |
| 3Y | +132.4% | +93.3% | +39.1% | +71.5% |
| 5Y | +72.6% | +92.4% | -19.9% | +23.6% |
| 10Y | +389.7% | +606.9% | -217.2% | +104.5% |
| All | +1,710.8% | +6,008.3% | -4,297.5% | +340.2% |
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