+91.5%
RIO vs BG
+81.8%
+9.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | -3.2% | +3.1% | -6.3% | -4.1% |
| 30D | +0.9% | +10.2% | -9.3% | -2.3% |
| 3M | -1.4% | -1.7% | +0.2% | -1.4% |
| 6M | +10.9% | +1.0% | +10.0% | +9.5% |
| YTD | +31.2% | +39.9% | -8.7% | +16.2% |
| 1Y | +67.9% | +53.2% | +14.7% | +43.2% |
| 3Y | +88.8% | +16.3% | +72.5% | +74.8% |
| All | +91.5% | +81.8% | +9.7% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling