+1,003.0%
BE vs RIO
+255.1%
+747.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.2% |
| 7D | +9.0% | -3.2% | +12.3% | +11.9% |
| 30D | +16.3% | +0.9% | +15.3% | +15.3% |
| 3M | +10.8% | -1.4% | +12.2% | +12.7% |
| 6M | +73.2% | +10.9% | +62.3% | +61.4% |
| YTD | +217.4% | +31.2% | +186.1% | +162.5% |
| 1Y | +309.8% | +67.9% | +241.9% | +183.2% |
| 3Y | +1,726.2% | +88.8% | +1,637.4% | +1,040.1% |
| 5Y | +1,306.2% | +93.1% | +1,213.1% | +728.9% |
| All | +1,003.0% | +255.1% | +747.9% | +284.0% |
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