+52.3%
BDX vs RIO
+29.3%
+23.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +5.2% |
| 7D | +7.2% | -1.6% | +8.8% | +7.2% |
| 30D | +15.8% | -11.6% | +27.4% | +17.0% |
| 3M | +23.7% | -12.7% | +36.4% | +25.1% |
| 6M | +44.8% | -12.4% | +57.2% | +44.5% |
| YTD | +39.8% | +11.0% | +28.8% | +27.4% |
| 1Y | +52.3% | +30.8% | +21.5% | +29.7% |
| All | +52.3% | +29.3% | +23.0% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling