+23.0%
RIO vs BWA
+12.4%
+10.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +0.1% | +7.3% | -7.1% | -2.2% |
| 30D | -10.5% | -15.8% | +5.3% | -5.3% |
| 3M | -15.9% | -25.7% | +9.8% | -7.4% |
| 6M | -22.3% | -19.6% | -2.7% | -16.7% |
| YTD | +9.3% | +14.1% | -4.7% | +3.2% |
| 1Y | +23.0% | +12.2% | +10.9% | +16.5% |
| All | +23.0% | +12.4% | +10.6% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling