+347.6%
RIO vs BBWI
-48.2%
+395.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.6% |
| 7D | +0.1% | -4.5% | +4.7% | +0.8% |
| 30D | -10.5% | +17.1% | -27.6% | -12.7% |
| 3M | -15.9% | +17.5% | -33.4% | -18.5% |
| 6M | -22.3% | +12.8% | -35.1% | -24.6% |
| YTD | +9.3% | +8.2% | +1.2% | +5.7% |
| 1Y | +23.0% | -1.8% | +24.8% | +19.7% |
| 3Y | +52.1% | -25.8% | +77.8% | +49.5% |
| 5Y | +88.9% | -68.0% | +156.9% | +106.1% |
| All | +347.6% | -48.2% | +395.8% | +308.8% |
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