+193.1%
RIO vs BTG
+378.0%
-184.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.0% |
| 7D | +1.9% | +4.8% | -2.9% | +1.1% |
| 30D | +5.0% | +8.3% | -3.4% | +3.4% |
| 3M | +5.1% | +32.3% | -27.2% | -0.3% |
| 6M | +17.6% | +3.0% | +14.7% | +15.9% |
| YTD | +36.3% | +21.9% | +14.4% | +30.0% |
| 1Y | +71.2% | +28.2% | +43.0% | +61.1% |
| 3Y | +102.7% | +99.9% | +2.8% | +73.2% |
| 5Y | +99.6% | +73.6% | +26.0% | +72.6% |
| 10Y | +603.1% | +136.5% | +466.6% | +437.8% |
| All | +193.1% | +378.0% | -184.9% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling