+51.2%
RIO vs XHB
+35.8%
+15.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -9.1% | +9.9% | -19.0% | -12.2% |
| 3M | -13.7% | -6.3% | -7.4% | -11.8% |
| 6M | -24.3% | +3.8% | -28.2% | -25.7% |
| YTD | +8.9% | +0.1% | +8.8% | +7.7% |
| 1Y | +22.7% | -0.8% | +23.5% | +21.7% |
| 3Y | +51.2% | +35.6% | +15.6% | +26.1% |
| All | +51.2% | +35.8% | +15.4% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling