+26.7%
BTDR vs RIO
+84.8%
-58.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.0% |
| 7D | +22.4% | +1.9% | +20.5% | +21.2% |
| 30D | +16.5% | +5.0% | +11.5% | +13.8% |
| 3M | -31.5% | +5.1% | -36.6% | -33.0% |
| 6M | +74.0% | +17.6% | +56.4% | +63.3% |
| YTD | +13.0% | +36.3% | -23.3% | +1.1% |
| 1Y | -0.2% | +71.2% | -71.4% | -17.8% |
| 3Y | +9.9% | +102.7% | -92.8% | -11.7% |
| 5Y | +28.1% | +99.6% | -71.5% | +3.1% |
| All | +26.7% | +84.8% | -58.1% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling