+580.6%
RIO vs XME
+426.6%
+154.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -1.8% |
| 7D | -3.4% | -3.0% | -0.3% | -1.4% |
| 30D | +0.6% | -2.6% | +3.2% | +2.1% |
| 3M | +2.5% | +2.2% | +0.4% | +0.6% |
| 6M | +10.8% | +0.7% | +10.1% | +9.5% |
| YTD | +30.5% | +10.9% | +19.6% | +20.5% |
| 1Y | +68.1% | +35.7% | +32.4% | +34.5% |
| 3Y | +94.0% | +127.1% | -33.1% | +7.2% |
| 5Y | +92.0% | +168.5% | -76.5% | -8.1% |
| All | +580.6% | +426.6% | +154.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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