+67.9%
RIO vs BTSG
+113.2%
-45.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -3.2% | -3.3% | +0.1% | -2.7% |
| 30D | +0.9% | -1.6% | +2.5% | +1.1% |
| 3M | -1.4% | -6.9% | +5.5% | -1.5% |
| 6M | +10.9% | +42.1% | -31.2% | +0.9% |
| YTD | +31.2% | +56.8% | -25.6% | +17.0% |
| 1Y | +67.9% | +109.8% | -41.9% | +41.1% |
| All | +67.9% | +113.2% | -45.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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