+584.5%
RIO vs XHB
+215.4%
+369.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | -3.2% | -4.6% | +1.4% | -1.0% |
| 30D | +0.9% | -9.1% | +10.1% | +5.5% |
| 3M | -1.4% | -8.6% | +7.1% | +2.3% |
| 6M | +10.9% | -4.0% | +15.0% | +12.4% |
| YTD | +31.2% | -3.9% | +35.2% | +32.3% |
| 1Y | +67.9% | -16.5% | +84.4% | +80.4% |
| 3Y | +88.8% | +22.6% | +66.2% | +62.3% |
| 5Y | +93.1% | +33.9% | +59.2% | +53.6% |
| All | +584.5% | +215.4% | +369.1% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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