+88.2%
RIO vs BBAI
-71.8%
+160.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.2% |
| 7D | -3.4% | -5.4% | +2.0% | -3.2% |
| 30D | +0.6% | -15.3% | +15.9% | +0.9% |
| 3M | +2.5% | -29.9% | +32.4% | +3.2% |
| 6M | +10.8% | -30.7% | +41.5% | +11.5% |
| YTD | +30.5% | -47.8% | +78.2% | +31.8% |
| 1Y | +68.1% | -40.4% | +108.5% | +69.1% |
| 3Y | +94.0% | +66.9% | +27.2% | +88.0% |
| 5Y | +92.0% | -71.4% | +163.4% | +82.8% |
| All | +88.2% | -71.8% | +160.0% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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