+580.6%
RIO vs BN
+263.5%
+317.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.6% |
| 7D | -3.4% | -5.9% | +2.5% | -0.6% |
| 30D | +0.6% | -15.1% | +15.6% | +8.4% |
| 3M | +2.5% | -14.6% | +17.1% | +10.2% |
| 6M | +10.8% | -8.4% | +19.2% | +14.9% |
| YTD | +30.5% | -16.8% | +47.3% | +40.9% |
| 1Y | +68.1% | -14.4% | +82.5% | +78.4% |
| 3Y | +94.0% | +70.1% | +23.9% | +40.8% |
| 5Y | +92.0% | +33.5% | +58.5% | +52.8% |
| All | +580.6% | +263.5% | +317.1% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling