+967.7%
BX vs RIO
+359.0%
+608.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +0.1% | +4.0% | -3.9% | -1.8% |
| 3M | +16.0% | +0.1% | +15.9% | +15.5% |
| 6M | +21.6% | +12.7% | +8.9% | +14.0% |
| YTD | -8.9% | +35.6% | -44.5% | -22.0% |
| 1Y | -16.6% | +73.7% | -90.3% | -36.5% |
| 3Y | +43.3% | +93.3% | -50.0% | +2.6% |
| 5Y | +25.7% | +92.4% | -66.7% | -11.9% |
| 10Y | +689.5% | +606.9% | +82.5% | +188.5% |
| All | +967.7% | +359.0% | +608.7% | +232.0% |
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 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