+584.5%
RIO vs BTG
+159.3%
+425.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.2% | -3.8% | +0.5% | -2.5% |
| 30D | +0.9% | +3.6% | -2.7% | +0.1% |
| 3M | -1.4% | +32.0% | -33.4% | -7.4% |
| 6M | +10.9% | +3.4% | +7.6% | +8.8% |
| YTD | +31.2% | +20.8% | +10.4% | +24.3% |
| 1Y | +67.9% | +22.4% | +45.5% | +57.7% |
| 3Y | +88.8% | +91.7% | -2.9% | +58.4% |
| 5Y | +93.1% | +79.0% | +14.1% | +62.5% |
| All | +584.5% | +159.3% | +425.2% | +443.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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