+2,857.0%
RIO vs BB
+314.8%
+2,542.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -0.9% | +1.8% | -2.8% | -1.2% |
| 30D | -9.1% | +8.1% | -17.2% | -10.4% |
| 3M | -13.7% | -1.0% | -12.7% | -14.2% |
| 6M | -24.3% | +45.9% | -70.2% | -29.7% |
| YTD | +8.9% | +134.8% | -125.9% | -6.1% |
| 1Y | +22.7% | +104.6% | -81.9% | +7.6% |
| 3Y | +51.2% | +152.8% | -101.7% | +22.9% |
| 5Y | +88.1% | -17.4% | +105.6% | +73.6% |
| 10Y | +352.3% | +22.4% | +329.9% | +239.4% |
| All | +2,857.0% | +314.8% | +2,542.3% | +2,087.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling