+67.9%
RIO vs XHB
-14.9%
+82.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -3.2% | -4.6% | +1.4% | -1.6% |
| 30D | +0.9% | -9.1% | +10.1% | +4.3% |
| 3M | -1.4% | -8.6% | +7.1% | +1.4% |
| 6M | +10.9% | -4.0% | +15.0% | +11.1% |
| YTD | +31.2% | -3.9% | +35.2% | +31.8% |
| 1Y | +67.9% | -16.5% | +84.4% | +66.9% |
| All | +67.9% | -14.9% | +82.8% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling