+76.1%
RIO vs BAH
-26.7%
+102.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.0% | -1.3% | +2.3% | +0.9% |
| 30D | +4.0% | -6.6% | +10.6% | +3.6% |
| 3M | +4.5% | -7.2% | +11.7% | +4.2% |
| 6M | +17.3% | -10.0% | +27.3% | +17.1% |
| YTD | +36.2% | -12.5% | +48.6% | +35.9% |
| 1Y | +76.1% | -27.9% | +104.1% | +74.2% |
| All | +76.1% | -26.7% | +102.9% | +74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling