+80.1%
RIO vs BIYA
-99.8%
+179.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +1.0% | +2.7% | -1.8% | +1.0% |
| 30D | +4.0% | -16.7% | +20.7% | +4.0% |
| 3M | +4.5% | -74.6% | +79.2% | +4.1% |
| 6M | +17.3% | -85.4% | +102.7% | +17.7% |
| YTD | +36.2% | -94.2% | +130.4% | +37.1% |
| 1Y | +76.1% | -98.6% | +174.7% | +80.0% |
| All | +80.1% | -99.8% | +179.8% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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