-66.9%
BAX vs RIO
+97.3%
-164.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.9% |
| 7D | -2.4% | +1.9% | -4.4% | -2.9% |
| 30D | -9.7% | +5.0% | -14.7% | -10.8% |
| 3M | +29.3% | +5.1% | +24.1% | +27.5% |
| 6M | +40.7% | +17.6% | +23.0% | +34.6% |
| YTD | +30.3% | +36.3% | -6.0% | +20.4% |
| 1Y | +3.4% | +71.2% | -67.8% | -9.3% |
| 3Y | -32.0% | +102.7% | -134.7% | -42.7% |
| 5Y | -66.9% | +99.6% | -166.4% | -72.7% |
| All | -66.9% | +97.3% | -164.2% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling