+584.5%
RIO vs BRO
+294.2%
+290.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.2% | -7.3% | +4.1% | -1.0% |
| 30D | +0.9% | -6.9% | +7.8% | +3.0% |
| 3M | -1.4% | +10.7% | -12.1% | -5.5% |
| 6M | +10.9% | -2.7% | +13.6% | +10.5% |
| YTD | +31.2% | -16.3% | +47.5% | +37.2% |
| 1Y | +67.9% | -29.1% | +97.0% | +86.1% |
| 3Y | +88.8% | -7.8% | +96.6% | +81.2% |
| 5Y | +93.1% | +18.7% | +74.4% | +56.7% |
| All | +584.5% | +294.2% | +290.3% | +195.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling