+35.4%
BX vs RIO
+51.7%
-16.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | +14.2% | -9.1% | +23.3% | +18.5% |
| 3M | -18.7% | -13.7% | -5.1% | -13.9% |
| 6M | +2.5% | -24.3% | +26.8% | +14.3% |
| YTD | -18.8% | +8.9% | -27.7% | -23.4% |
| 1Y | -10.3% | +22.7% | -33.0% | -20.1% |
| 3Y | +35.4% | +51.2% | -15.8% | +8.0% |
| All | +35.4% | +51.7% | -16.3% | +8.0% |
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 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