+737.9%
BE vs RIO
+201.9%
+536.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.5% | +12.5% | +12.6% |
| 7D | +4.5% | +0.5% | +4.0% | +4.7% |
| 30D | -20.1% | -9.9% | -10.2% | -13.0% |
| 3M | -0.8% | -14.0% | +13.2% | +12.0% |
| 6M | -26.2% | -19.5% | -6.7% | -11.3% |
| YTD | +141.1% | +11.5% | +129.5% | +127.4% |
| 1Y | +64.8% | +26.9% | +37.9% | +40.9% |
| 3Y | +1,887.4% | +55.1% | +1,832.2% | +1,346.8% |
| 5Y | +518.1% | +90.7% | +427.4% | +269.0% |
| All | +737.9% | +201.9% | +536.0% | +232.6% |
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