-34.4%
BAX vs RIO
+364.8%
-399.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +6.3% | -9.9% | +16.2% | +9.0% |
| 3M | -4.6% | -14.0% | +9.5% | -1.1% |
| 6M | +50.4% | -19.5% | +69.9% | +57.8% |
| YTD | +38.0% | +11.5% | +26.5% | +33.2% |
| 1Y | +44.6% | +26.9% | +17.7% | +35.1% |
| 3Y | -15.1% | +55.1% | -70.3% | -25.1% |
| 5Y | -63.3% | +90.7% | -154.0% | -69.9% |
| 10Y | -34.4% | +363.3% | -397.7% | -56.0% |
| All | -34.4% | +364.8% | -399.2% | -56.0% |
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