+103.5%
RIO vs BWA
+89.5%
+14.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +4.0% | -5.6% | +9.6% | +5.9% |
| 3M | +4.5% | -10.7% | +15.2% | +8.4% |
| 6M | +17.3% | +23.2% | -5.8% | +8.7% |
| YTD | +36.2% | +46.0% | -9.8% | +17.7% |
| 1Y | +76.1% | +51.2% | +25.0% | +49.8% |
| 3Y | +102.5% | +69.6% | +33.0% | +61.1% |
| 5Y | +103.5% | +86.6% | +16.9% | +46.9% |
| All | +103.5% | +89.5% | +14.1% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling