+911.5%
BE vs RIO
+266.9%
+644.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +6.9% | +7.0% |
| 7D | +20.0% | 0.0% | +20.0% | +20.0% |
| 30D | +7.9% | +4.0% | +3.9% | +4.5% |
| 3M | -13.2% | +0.1% | -13.3% | -12.5% |
| 6M | +53.5% | +12.7% | +40.7% | +41.3% |
| YTD | +191.0% | +35.6% | +155.5% | +134.6% |
| 1Y | +360.5% | +73.7% | +286.8% | +209.9% |
| 3Y | +1,568.0% | +93.3% | +1,474.7% | +921.0% |
| 5Y | +1,055.2% | +92.4% | +962.8% | +582.5% |
| All | +911.5% | +266.9% | +644.6% | +243.3% |
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