+19.7%
BROS vs RIO
+93.5%
-73.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -5.8% | -3.2% | -2.5% | -4.6% |
| 30D | -14.0% | +0.9% | -14.9% | -14.3% |
| 3M | -32.5% | -1.4% | -31.1% | -32.3% |
| 6M | -14.9% | +10.9% | -25.8% | -18.6% |
| YTD | -28.3% | +31.2% | -59.5% | -35.5% |
| 1Y | -34.0% | +67.9% | -101.9% | -45.6% |
| 3Y | +63.0% | +88.8% | -25.8% | +27.1% |
| All | +19.7% | +93.5% | -73.8% | -23.5% |
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