-29.9%
BAX vs RIO
+100.4%
-130.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -5.5% | +4.0% | -9.4% | -6.7% |
| 3M | +33.5% | +0.1% | +33.4% | +33.2% |
| 6M | +35.9% | +12.7% | +23.1% | +29.3% |
| YTD | +35.4% | +35.6% | -0.2% | +21.0% |
| 1Y | +9.8% | +73.7% | -63.9% | -9.9% |
| All | -29.9% | +100.4% | -130.3% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling