+66.9%
BROS vs RIO
+95.3%
-28.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -6.6% | +1.0% | -7.5% | -7.0% |
| 30D | -12.3% | +4.0% | -16.4% | -13.9% |
| 3M | -22.2% | +4.5% | -26.7% | -23.8% |
| 6M | -14.3% | +17.3% | -31.6% | -20.8% |
| YTD | -26.6% | +36.2% | -62.7% | -36.5% |
| 1Y | -31.5% | +76.1% | -107.7% | -47.0% |
| All | +66.9% | +95.3% | -28.4% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling