-69.4%
BTDR vs RIO
+29.3%
-98.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.6% | -9.2% | -10.3% |
| 7D | -17.6% | -1.6% | -16.0% | -16.1% |
| 30D | -40.3% | -11.6% | -28.7% | -29.7% |
| 3M | -42.6% | -12.7% | -29.9% | -30.8% |
| 6M | -46.3% | -12.4% | -33.9% | -36.1% |
| YTD | -41.7% | +11.0% | -52.7% | -43.5% |
| 1Y | -69.4% | +30.8% | -100.2% | -75.0% |
| All | -69.4% | +29.3% | -98.7% | -75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling