+87.7%
RIO vs BTG
+94.1%
-6.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.5% |
| 7D | -3.4% | -5.5% | +2.1% | -2.1% |
| 30D | +0.6% | +6.1% | -5.5% | -0.9% |
| 3M | +2.5% | +38.6% | -36.1% | -5.4% |
| 6M | +10.8% | +0.7% | +10.1% | +8.8% |
| YTD | +30.5% | +20.3% | +10.1% | +23.4% |
| 1Y | +68.1% | +25.0% | +43.1% | +57.0% |
| All | +87.7% | +94.1% | -6.4% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling