+102.7%
RIO vs BWA
+72.9%
+29.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +1.9% | +4.3% | -2.3% | +0.5% |
| 30D | +5.0% | -2.9% | +7.9% | +5.8% |
| 3M | +5.1% | -12.4% | +17.6% | +9.4% |
| 6M | +17.6% | +28.6% | -10.9% | +8.4% |
| YTD | +36.3% | +48.2% | -11.9% | +18.8% |
| 1Y | +71.2% | +50.9% | +20.3% | +47.9% |
| 3Y | +102.7% | +72.2% | +30.5% | +61.9% |
| All | +102.7% | +72.9% | +29.8% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling