+141.3%
BP vs RIO
+90.3%
+51.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +2.5% |
| 7D | +5.7% | -3.4% | +9.1% | +7.1% |
| 30D | +8.1% | +0.6% | +7.5% | +7.6% |
| 3M | +8.6% | +2.5% | +6.1% | +6.9% |
| 6M | +18.1% | +10.8% | +7.3% | +10.8% |
| YTD | +37.6% | +30.5% | +7.1% | +18.9% |
| 1Y | +39.4% | +68.1% | -28.7% | +6.2% |
| 3Y | +40.1% | +94.0% | -54.0% | -2.8% |
| 5Y | +141.3% | +92.0% | +49.3% | +64.9% |
| All | +141.3% | +90.3% | +51.0% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling