+61.0%
BMY vs RIO
+604.6%
-543.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.4% |
| 7D | -6.4% | -3.4% | -3.0% | -5.9% |
| 30D | +0.2% | +0.6% | -0.4% | +0.1% |
| 3M | +16.0% | +2.5% | +13.4% | +15.3% |
| 6M | +8.3% | +10.8% | -2.5% | +6.0% |
| YTD | +22.2% | +30.5% | -8.3% | +15.9% |
| 1Y | +41.7% | +68.1% | -26.4% | +28.6% |
| 3Y | +20.7% | +94.0% | -73.3% | +5.8% |
| 5Y | +23.9% | +92.0% | -68.1% | +6.5% |
| All | +61.0% | +604.6% | -543.6% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling