+30.8%
RIO vs BRO
-3.6%
+34.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.9% | +4.6% |
| 7D | -1.6% | +12.4% | -14.0% | +1.2% |
| 30D | -11.6% | +21.6% | -33.2% | -7.4% |
| 3M | -12.7% | +4.3% | -17.0% | -11.5% |
| 6M | -12.4% | +29.2% | -41.6% | -6.0% |
| YTD | +11.0% | -6.4% | +17.4% | +13.7% |
| 1Y | +30.8% | -5.3% | +36.2% | +34.1% |
| All | +30.8% | -3.6% | +34.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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