+1,424.5%
BMY vs RIO
+4,825.9%
-3,401.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +10.0% | -10.5% | +20.5% | +11.7% |
| 3M | -1.2% | -15.9% | +14.8% | +1.3% |
| 6M | +12.8% | -22.3% | +35.1% | +16.6% |
| YTD | +20.7% | +9.3% | +11.4% | +18.1% |
| 1Y | +32.6% | +23.0% | +9.6% | +27.5% |
| 3Y | +41.8% | +52.1% | -10.2% | +31.0% |
| 5Y | +29.0% | +88.9% | -59.9% | +13.2% |
| 10Y | +57.8% | +354.1% | -296.3% | +18.0% |
| All | +1,424.5% | +4,825.9% | -3,401.3% | +622.6% |
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