+22.7%
RIO vs XME
-2.0%
+24.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -9.1% | -6.1% | -3.0% | -5.8% |
| 3M | -13.7% | -18.6% | +4.9% | -2.7% |
| 6M | -24.3% | -23.9% | -0.4% | -11.3% |
| YTD | +8.9% | -9.3% | +18.2% | +17.6% |
| 1Y | +22.7% | +1.8% | +20.9% | +27.7% |
| All | +22.7% | -2.0% | +24.7% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling