+2,280.1%
RIO vs BG
+1,181.2%
+1,098.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.0% | +0.5% | +0.4% | +0.6% |
| 30D | +4.0% | +10.3% | -6.3% | -1.2% |
| 3M | +4.5% | -1.9% | +6.4% | +4.2% |
| 6M | +17.3% | +5.2% | +12.1% | +12.3% |
| YTD | +36.2% | +41.2% | -5.0% | +12.6% |
| 1Y | +76.1% | +50.5% | +25.6% | +39.5% |
| 3Y | +102.5% | +19.9% | +82.6% | +73.9% |
| 5Y | +103.5% | +86.7% | +16.8% | +34.4% |
| 10Y | +619.2% | +167.5% | +451.7% | +249.2% |
| All | +2,280.1% | +1,181.2% | +1,098.9% | +819.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling