+133.9%
BP vs RIO
+605.0%
-471.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.0% | +1.0% | +3.0% | +3.5% |
| 30D | +7.8% | +4.0% | +3.8% | +5.4% |
| 3M | +8.4% | +4.5% | +3.8% | +5.1% |
| 6M | +15.1% | +17.3% | -2.3% | +3.1% |
| YTD | +36.4% | +36.2% | +0.2% | +11.8% |
| 1Y | +40.9% | +76.1% | -35.2% | -0.5% |
| 3Y | +38.8% | +102.5% | -63.7% | -11.7% |
| 5Y | +141.1% | +103.5% | +37.6% | +47.4% |
| 10Y | +133.9% | +619.2% | -485.3% | -20.8% |
| All | +133.9% | +605.0% | -471.1% | -20.8% |
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