+19.6%
BTDR vs RIO
+77.9%
-58.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.4% |
| 7D | -3.4% | -3.2% | -0.2% | -1.5% |
| 30D | +32.6% | +0.9% | +31.7% | +32.7% |
| 3M | -32.2% | -1.4% | -30.8% | -31.5% |
| 6M | +52.4% | +10.9% | +41.4% | +47.4% |
| YTD | +6.7% | +31.2% | -24.5% | -2.4% |
| 1Y | -15.2% | +67.9% | -83.1% | -29.0% |
| 3Y | +14.9% | +88.8% | -73.9% | -5.7% |
| 5Y | +20.8% | +93.1% | -72.3% | -0.6% |
| All | +19.6% | +77.9% | -58.3% | -2.6% |
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