+12,790.5%
BLK vs RIO
+2,458.4%
+10,332.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.7% | +1.0% | -3.6% | -3.0% |
| 30D | -4.8% | +4.0% | -8.8% | -6.2% |
| 3M | +6.5% | +4.5% | +1.9% | +4.5% |
| 6M | +13.2% | +17.3% | -4.2% | +6.5% |
| YTD | +1.8% | +36.2% | -34.4% | -9.3% |
| 1Y | -1.0% | +76.1% | -77.1% | -19.2% |
| 3Y | +66.0% | +102.5% | -36.6% | +27.9% |
| 5Y | +31.2% | +103.5% | -72.3% | -1.1% |
| 10Y | +278.5% | +619.2% | -340.7% | +84.3% |
| All | +12,790.5% | +2,458.4% | +10,332.1% | +4,195.5% |
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