+406.7%
BNY vs RIO
+608.6%
-201.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | -1.3% | -3.2% | +1.9% | -0.1% |
| 30D | -0.2% | +0.9% | -1.1% | -0.7% |
| 3M | +14.9% | -1.4% | +16.4% | +15.1% |
| 6M | +40.0% | +10.9% | +29.0% | +33.1% |
| YTD | +42.0% | +31.2% | +10.8% | +25.8% |
| 1Y | +56.9% | +67.9% | -11.1% | +25.7% |
| 3Y | +289.9% | +88.8% | +201.1% | +192.2% |
| 5Y | +259.2% | +93.1% | +166.1% | +157.5% |
| All | +406.7% | +608.6% | -201.9% | +123.2% |
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