+25.1%
BX vs RIO
+95.3%
-70.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -5.7% | +1.0% | -6.6% | -6.0% |
| 30D | -8.9% | +4.0% | -12.9% | -10.5% |
| 3M | +8.4% | +4.5% | +3.9% | +6.1% |
| 6M | +18.9% | +17.3% | +1.6% | +10.1% |
| YTD | -13.6% | +36.2% | -49.8% | -25.8% |
| 1Y | -22.4% | +76.1% | -98.6% | -41.4% |
| All | +25.1% | +95.3% | -70.2% | -14.3% |
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