+87.7%
RIO vs BG
+20.1%
+67.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.4% |
| 7D | -3.4% | +3.7% | -7.1% | -4.1% |
| 30D | +0.6% | +12.3% | -11.8% | -1.9% |
| 3M | +2.5% | -2.2% | +4.7% | +3.0% |
| 6M | +10.8% | +5.3% | +5.5% | +8.9% |
| YTD | +30.5% | +42.4% | -11.9% | +19.9% |
| 1Y | +68.1% | +55.2% | +12.9% | +50.8% |
| All | +87.7% | +20.1% | +67.6% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling