+67.9%
RIO vs BTSG
+382.3%
-314.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.6% | +2.4% | -3.4% |
| 7D | -3.4% | -5.8% | +2.4% | -2.7% |
| 30D | +0.6% | 0.0% | +0.6% | +0.5% |
| 3M | +2.5% | -4.5% | +7.0% | +2.5% |
| 6M | +10.8% | +40.0% | -29.2% | +5.6% |
| YTD | +30.5% | +54.6% | -24.1% | +23.0% |
| 1Y | +68.1% | +106.1% | -38.0% | +54.0% |
| All | +67.9% | +382.3% | -314.5% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling