+584.5%
RIO vs BB
+1.6%
+582.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.3% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | +0.9% | -12.5% | +13.5% | +2.5% |
| 3M | -1.4% | -17.4% | +16.0% | +0.2% |
| 6M | +10.9% | +119.1% | -108.2% | -1.7% |
| YTD | +31.2% | +102.4% | -71.2% | +17.4% |
| 1Y | +67.9% | +98.2% | -30.3% | +50.0% |
| 3Y | +88.8% | +46.9% | +41.9% | +68.6% |
| 5Y | +93.1% | -26.4% | +119.5% | +82.8% |
| All | +584.5% | +1.6% | +582.9% | +396.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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