+580.6%
RIO vs BBWI
-57.7%
+638.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.0% |
| 7D | -3.4% | -8.0% | +4.7% | -2.2% |
| 30D | +0.6% | -6.6% | +7.2% | +1.2% |
| 3M | +2.5% | -2.7% | +5.2% | +2.2% |
| 6M | +10.8% | -12.8% | +23.6% | +11.6% |
| YTD | +30.5% | -10.5% | +40.9% | +30.1% |
| 1Y | +68.1% | -35.3% | +103.5% | +74.8% |
| 3Y | +94.0% | -47.7% | +141.8% | +101.8% |
| 5Y | +92.0% | -68.9% | +160.9% | +109.8% |
| All | +580.6% | -57.7% | +638.3% | +526.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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