-33.1%
BAX vs RIO
+354.4%
-387.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +4.1% | -9.1% | +13.2% | +6.5% |
| 3M | -4.5% | -13.7% | +9.1% | -1.2% |
| 6M | +49.2% | -24.3% | +73.6% | +59.1% |
| YTD | +35.2% | +8.9% | +26.4% | +31.3% |
| 1Y | +38.3% | +22.7% | +15.6% | +30.3% |
| 3Y | -19.0% | +51.2% | -70.2% | -28.1% |
| 5Y | -64.2% | +88.1% | -152.3% | -70.5% |
| All | -33.1% | +354.4% | -387.6% | -55.2% |
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 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