+525.4%
RIO vs BR
+1,286.0%
-760.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +2.0% |
| 7D | +1.9% | -5.9% | +7.9% | +5.6% |
| 30D | +5.0% | +1.9% | +3.1% | +3.5% |
| 3M | +5.1% | +14.7% | -9.5% | -4.5% |
| 6M | +17.6% | -12.8% | +30.4% | +24.8% |
| YTD | +36.3% | -23.0% | +59.3% | +54.0% |
| 1Y | +71.2% | -31.7% | +102.9% | +107.9% |
| 3Y | +102.7% | -4.8% | +107.5% | +93.0% |
| 5Y | +99.6% | +7.8% | +91.7% | +67.4% |
| 10Y | +603.1% | +184.1% | +419.0% | +168.0% |
| All | +525.4% | +1,286.0% | -760.6% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling