+33.0%
BLK vs RIO
+91.0%
-58.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.4% |
| 7D | -3.3% | -3.2% | -0.1% | -2.2% |
| 30D | -6.5% | +0.9% | -7.4% | -7.0% |
| 3M | +6.7% | -1.4% | +8.2% | +6.9% |
| 6M | +14.7% | +10.9% | +3.8% | +9.4% |
| YTD | +2.5% | +31.2% | -28.7% | -8.9% |
| 1Y | -2.8% | +67.9% | -70.7% | -21.6% |
| 3Y | +65.9% | +88.8% | -22.9% | +25.7% |
| All | +33.0% | +91.0% | -58.0% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling