+30.3%
BIL vs RIO
+390.9%
-360.6%
-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% | 0.0% | +0.1% | +0.1% |
| 30D | +0.3% | +4.0% | -3.6% | +0.3% |
| 3M | +0.9% | +0.1% | +0.8% | +0.9% |
| 6M | +1.8% | +12.7% | -10.9% | +1.9% |
| YTD | +2.4% | +35.6% | -33.1% | +2.5% |
| 1Y | +3.7% | +73.7% | -70.0% | +3.8% |
| 3Y | +14.2% | +93.3% | -79.1% | +14.3% |
| 5Y | +19.4% | +92.4% | -73.0% | +19.6% |
| 10Y | +25.2% | +606.9% | -581.7% | +25.7% |
| All | +30.3% | +390.9% | -360.6% | +31.0% |
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 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