+10.8%
BTDR vs RIO
+87.1%
-76.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.2% | -2.3% | -1.5% |
| 7D | -3.2% | -3.4% | +0.2% | +1.0% |
| 30D | +32.7% | +0.6% | +32.1% | +33.1% |
| 3M | -28.4% | +2.5% | -30.9% | -30.0% |
| 6M | +51.7% | +10.8% | +40.9% | +37.5% |
| YTD | +2.9% | +30.5% | -27.6% | -20.8% |
| 1Y | -15.5% | +68.1% | -83.6% | -50.5% |
| All | +10.8% | +87.1% | -76.3% | -48.9% |
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