+851.5%
BX vs RIO
+268.7%
+582.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.1% |
| 3M | -18.7% | -13.7% | -5.1% | -13.3% |
| 6M | +2.5% | -24.3% | +26.8% | +15.5% |
| YTD | -18.8% | +8.9% | -27.7% | -23.3% |
| 1Y | -10.3% | +22.7% | -33.0% | -19.8% |
| 3Y | +35.4% | +51.2% | -15.8% | +8.4% |
| 5Y | +0.3% | +88.1% | -87.9% | -28.8% |
| 10Y | +668.4% | +352.3% | +316.0% | +245.1% |
| All | +851.5% | +268.7% | +582.8% | +226.6% |
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