+347.6%
RIO vs BWA
+94.6%
+253.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +0.1% | +7.3% | -7.1% | -2.6% |
| 30D | -10.5% | -15.8% | +5.3% | -4.4% |
| 3M | -15.9% | -25.7% | +9.8% | -6.1% |
| 6M | -22.3% | -19.6% | -2.7% | -16.2% |
| YTD | +9.3% | +14.1% | -4.7% | +1.4% |
| 1Y | +23.0% | +12.2% | +10.9% | +14.7% |
| 3Y | +52.1% | +63.8% | -11.8% | +18.5% |
| 5Y | +88.9% | +28.7% | +60.1% | +56.6% |
| All | +347.6% | +94.6% | +253.0% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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