+907.5%
BAX vs RIO
+6,008.3%
-5,100.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -5.5% | +4.0% | -9.4% | -6.1% |
| 3M | +33.5% | +0.1% | +33.4% | +33.2% |
| 6M | +35.9% | +12.7% | +23.1% | +32.9% |
| YTD | +35.4% | +35.6% | -0.2% | +28.5% |
| 1Y | +9.8% | +73.7% | -63.9% | +0.1% |
| 3Y | -32.7% | +93.3% | -126.0% | -39.9% |
| 5Y | -65.6% | +92.4% | -158.0% | -69.6% |
| 10Y | -34.9% | +606.9% | -641.9% | -53.6% |
| All | +907.5% | +6,008.3% | -5,100.8% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling