+4,988.9%
RIO vs BN
+21,086.2%
-16,097.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +0.5% | -2.4% | +2.9% | +1.8% |
| 30D | -9.9% | +13.5% | -23.4% | -15.9% |
| 3M | -14.0% | -5.9% | -8.1% | -11.7% |
| 6M | -19.5% | -8.9% | -10.6% | -16.1% |
| YTD | +11.5% | -7.9% | +19.4% | +14.8% |
| 1Y | +26.9% | -8.3% | +35.2% | +30.7% |
| 3Y | +55.1% | +100.8% | -45.6% | +1.0% |
| 5Y | +90.7% | +38.2% | +52.5% | +46.3% |
| 10Y | +363.3% | +302.3% | +61.0% | +87.6% |
| All | +4,988.9% | +21,086.2% | -16,097.4% | +710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling