+99.6%
RIO vs BBWI
-66.8%
+166.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +0.9% |
| 7D | +1.9% | +1.6% | +0.4% | +1.8% |
| 30D | +5.0% | -6.2% | +11.2% | +5.5% |
| 3M | +5.1% | +4.3% | +0.8% | +4.1% |
| 6M | +17.6% | -7.2% | +24.8% | +17.4% |
| YTD | +36.3% | -3.0% | +39.3% | +34.8% |
| 1Y | +71.2% | -30.8% | +101.9% | +75.4% |
| 3Y | +102.7% | -43.4% | +146.1% | +107.4% |
| 5Y | +99.6% | -66.7% | +166.3% | +105.2% |
| All | +99.6% | -66.8% | +166.4% | +105.2% |
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