+22.6%
BROS vs RIO
+100.8%
-78.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -6.6% | +1.0% | -7.5% | -6.9% |
| 30D | -12.3% | +4.0% | -16.4% | -13.6% |
| 3M | -22.2% | +4.5% | -26.7% | -23.6% |
| 6M | -14.3% | +17.3% | -31.6% | -19.6% |
| YTD | -26.6% | +36.2% | -62.7% | -34.9% |
| 1Y | -31.5% | +76.1% | -107.7% | -44.6% |
| 3Y | +62.3% | +102.5% | -40.3% | +23.5% |
| All | +22.6% | +100.8% | -78.2% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling