+98.9%
RIO vs BAH
+9.2%
+89.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.1% |
| 7D | +4.4% | -1.5% | +5.9% | +4.5% |
| 30D | -8.9% | +17.3% | -26.1% | -9.6% |
| 3M | -12.7% | +14.9% | -27.5% | -13.3% |
| 6M | -16.2% | +14.2% | -30.5% | -16.8% |
| YTD | +13.4% | +5.1% | +8.3% | +12.8% |
| 1Y | +30.9% | +2.1% | +28.8% | +30.4% |
| 3Y | +60.2% | -26.0% | +86.2% | +61.0% |
| 5Y | +98.9% | +9.0% | +90.0% | +85.3% |
| All | +98.9% | +9.2% | +89.7% | +85.3% |
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