+99.6%
RIO vs BAH
-2.8%
+102.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.6% |
| 7D | +1.9% | -4.3% | +6.3% | +2.2% |
| 30D | +5.0% | -4.5% | +9.4% | +5.2% |
| 3M | +5.1% | -7.6% | +12.7% | +5.6% |
| 6M | +17.6% | -10.6% | +28.2% | +18.3% |
| YTD | +36.3% | -12.6% | +48.9% | +36.8% |
| 1Y | +71.2% | -27.0% | +98.2% | +74.8% |
| 3Y | +102.7% | -31.5% | +134.2% | +102.3% |
| 5Y | +99.6% | -3.8% | +103.4% | +87.1% |
| All | +99.6% | -2.8% | +102.4% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling