+5.7%
BP vs RIO
-20.6%
+26.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -5.6% | -10.5% | +4.9% | -5.5% |
| 3M | +8.0% | -15.9% | +24.0% | +7.9% |
| 6M | +5.7% | -22.3% | +27.9% | +3.8% |
| All | +5.7% | -20.6% | +26.3% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling