+98.1%
RIO vs BBWI
-67.3%
+165.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | +3.6% | -4.2% | +7.8% | +4.0% |
| 30D | -10.8% | +24.9% | -35.7% | -13.0% |
| 3M | -15.2% | +13.2% | -28.4% | -16.7% |
| 6M | -18.0% | +12.1% | -30.1% | -19.8% |
| YTD | +11.0% | +11.1% | -0.1% | +7.9% |
| 1Y | +26.4% | +0.7% | +25.6% | +23.6% |
| 3Y | +54.4% | -23.8% | +78.1% | +52.1% |
| 5Y | +98.1% | -66.9% | +165.0% | +106.9% |
| All | +98.1% | -67.3% | +165.3% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling