+92.0%
RIO vs XHB
+30.4%
+61.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.4% |
| 7D | -3.4% | -5.2% | +1.9% | -1.5% |
| 30D | +0.6% | -12.1% | +12.7% | +5.2% |
| 3M | +2.5% | -6.2% | +8.8% | +4.5% |
| 6M | +10.8% | -6.7% | +17.5% | +13.0% |
| YTD | +30.5% | -5.5% | +35.9% | +32.1% |
| 1Y | +68.1% | -15.6% | +83.8% | +76.7% |
| 3Y | +94.0% | +22.0% | +72.0% | +75.9% |
| 5Y | +92.0% | +31.8% | +60.2% | +57.2% |
| All | +92.0% | +30.4% | +61.6% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling