+2,868.8%
RIO vs BB
+325.0%
+2,543.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.6% |
| 7D | +0.1% | +9.0% | -8.8% | -1.1% |
| 30D | -10.5% | +7.7% | -18.2% | -11.7% |
| 3M | -15.9% | +4.0% | -19.9% | -17.0% |
| 6M | -22.3% | +46.6% | -68.9% | -27.8% |
| YTD | +9.3% | +140.6% | -131.3% | -6.0% |
| 1Y | +23.0% | +103.1% | -80.1% | +8.1% |
| 3Y | +52.1% | +150.5% | -98.5% | +23.8% |
| 5Y | +88.9% | -15.4% | +104.3% | +73.7% |
| 10Y | +354.1% | +25.4% | +328.7% | +239.6% |
| All | +2,868.8% | +325.0% | +2,543.8% | +2,088.2% |
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