+31.3%
BIL vs RIO
+294.3%
-263.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +0.3% | -9.1% | +9.4% | +0.3% |
| 3M | +1.0% | -13.7% | +14.6% | +0.9% |
| 6M | +1.9% | -24.3% | +26.2% | +1.8% |
| YTD | +3.2% | +8.9% | -5.7% | +3.2% |
| 1Y | +3.7% | +22.7% | -19.0% | +3.7% |
| 3Y | +13.8% | +51.2% | -37.3% | +13.9% |
| 5Y | +20.3% | +88.1% | -67.8% | +20.4% |
| 10Y | +26.2% | +352.3% | -326.1% | +26.6% |
| All | +31.3% | +294.3% | -263.1% | +31.9% |
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