+345.8%
RIO vs BAH
+198.8%
+147.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.2% |
| 30D | -9.1% | +20.8% | -29.9% | -12.0% |
| 3M | -13.7% | +11.6% | -25.2% | -15.5% |
| 6M | -24.3% | +23.1% | -47.4% | -27.5% |
| YTD | +8.9% | +5.3% | +3.6% | +6.2% |
| 1Y | +22.7% | +6.1% | +16.5% | +19.2% |
| 3Y | +51.2% | -27.5% | +78.7% | +53.9% |
| 5Y | +88.1% | +6.2% | +81.9% | +67.2% |
| All | +345.8% | +198.8% | +147.1% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling