+5,111.7%
RIO vs BWA
+3,492.4%
+1,619.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | -0.8% |
| 7D | 0.0% | +5.7% | -5.7% | -2.5% |
| 30D | +4.0% | +1.4% | +2.6% | +3.1% |
| 3M | +0.1% | -12.1% | +12.2% | +5.5% |
| 6M | +12.7% | +28.6% | -15.8% | +0.1% |
| YTD | +35.6% | +51.1% | -15.5% | +10.4% |
| 1Y | +73.7% | +55.9% | +17.8% | +38.8% |
| 3Y | +93.3% | +70.1% | +23.2% | +43.5% |
| 5Y | +92.4% | +90.7% | +1.7% | +30.8% |
| 10Y | +606.9% | +154.0% | +453.0% | +286.3% |
| All | +5,111.7% | +3,492.4% | +1,619.4% | +1,353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling