+16.0%
BX vs RIO
+90.3%
-74.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -0.9% |
| 7D | -8.9% | -3.4% | -5.6% | -7.5% |
| 30D | -14.8% | +0.6% | -15.4% | -15.1% |
| 3M | +6.9% | +2.5% | +4.4% | +5.3% |
| 6M | +16.3% | +10.8% | +5.5% | +9.8% |
| YTD | -16.1% | +30.5% | -46.6% | -27.2% |
| 1Y | -26.8% | +68.1% | -94.9% | -44.1% |
| 3Y | +22.4% | +94.0% | -71.6% | -14.7% |
| 5Y | +16.0% | +92.0% | -76.0% | -19.2% |
| All | +16.0% | +90.3% | -74.3% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling