+584.5%
RIO vs BR
+189.7%
+394.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -3.2% | -3.0% | -0.2% | -2.2% |
| 30D | +0.9% | -0.3% | +1.2% | +0.9% |
| 3M | -1.4% | +17.3% | -18.7% | -7.7% |
| 6M | +10.9% | -6.7% | +17.6% | +12.9% |
| YTD | +31.2% | -23.4% | +54.7% | +43.5% |
| 1Y | +67.9% | -32.7% | +100.6% | +93.9% |
| 3Y | +88.8% | -5.9% | +94.7% | +84.4% |
| 5Y | +93.1% | +8.4% | +84.7% | +72.2% |
| All | +584.5% | +189.7% | +394.8% | +326.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling