+1,267.8%
BP vs RIO
+6,008.3%
-4,740.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.9% | 0.0% | +4.0% | +3.9% |
| 30D | +7.6% | +4.0% | +3.6% | +6.0% |
| 3M | +0.7% | +0.1% | +0.6% | +0.2% |
| 6M | +15.5% | +12.7% | +2.8% | +8.9% |
| YTD | +30.8% | +35.6% | -4.7% | +15.1% |
| 1Y | +34.3% | +73.7% | -39.4% | +7.6% |
| 3Y | +35.1% | +93.3% | -58.3% | +3.0% |
| 5Y | +126.8% | +92.4% | +34.4% | +71.1% |
| 10Y | +123.4% | +606.9% | -483.6% | +8.0% |
| All | +1,267.8% | +6,008.3% | -4,740.5% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling