+27.4%
BP vs RIO
+27.0%
+0.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -3.1% | -9.9% | +6.7% | -2.6% |
| 3M | +6.2% | -14.0% | +20.2% | +6.9% |
| 6M | +4.8% | -19.5% | +24.3% | +5.9% |
| YTD | +35.2% | +11.5% | +23.6% | +26.4% |
| 1Y | +27.4% | +26.9% | +0.5% | +11.3% |
| All | +27.4% | +27.0% | +0.4% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling