+30.8%
RIO vs BR
-14.2%
+45.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +4.1% |
| 7D | -1.6% | +7.0% | -8.6% | -0.4% |
| 30D | -11.6% | +19.0% | -30.6% | -8.7% |
| 3M | -12.7% | +13.1% | -25.8% | -10.4% |
| 6M | -12.4% | +24.6% | -37.0% | -7.7% |
| YTD | +11.0% | -13.6% | +24.6% | +7.7% |
| 1Y | +30.8% | -13.1% | +44.0% | +27.4% |
| All | +30.8% | -14.2% | +45.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling