-2.1%
BROS vs RIO
+60.5%
-62.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.6% |
| 7D | +6.3% | -0.9% | +7.2% | +6.7% |
| 30D | -8.3% | -9.1% | +0.7% | -5.1% |
| 3M | -29.8% | -13.7% | -16.1% | -26.0% |
| 6M | -25.8% | -24.3% | -1.5% | -18.3% |
| YTD | -41.4% | +8.9% | -50.2% | -43.6% |
| 1Y | -35.2% | +22.7% | -57.8% | -40.3% |
| 3Y | +32.8% | +51.2% | -18.4% | +12.0% |
| 5Y | -42.2% | +88.1% | -130.3% | -51.4% |
| All | -2.1% | +60.5% | -62.7% | -33.1% |
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