+140.1%
BP vs RIO
+356.2%
-216.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | -5.6% | -10.5% | +4.9% | -0.5% |
| 3M | +8.0% | -15.9% | +24.0% | +17.1% |
| 6M | +5.7% | -22.3% | +27.9% | +18.1% |
| YTD | +36.8% | +9.3% | +27.5% | +24.5% |
| 1Y | +30.7% | +23.0% | +7.7% | +11.2% |
| 3Y | +51.6% | +52.1% | -0.4% | +11.4% |
| 5Y | +112.2% | +88.9% | +23.3% | +31.8% |
| All | +140.1% | +356.2% | -216.2% | +4.6% |
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 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