+48.0%
BAX vs RIO
+29.3%
+18.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.1% |
| 7D | +4.1% | -1.6% | +5.7% | +4.5% |
| 30D | +9.4% | -11.6% | +21.0% | +12.6% |
| 3M | -6.5% | -12.7% | +6.2% | -3.7% |
| 6M | +59.6% | -12.4% | +72.0% | +61.8% |
| YTD | +38.9% | +11.0% | +27.9% | +32.0% |
| 1Y | +48.0% | +30.8% | +17.2% | +26.6% |
| All | +48.0% | +29.3% | +18.7% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling