+87.7%
RIO vs XME
+124.3%
-36.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -2.1% |
| 7D | -3.4% | -3.0% | -0.3% | -1.6% |
| 30D | +0.6% | -2.6% | +3.2% | +1.9% |
| 3M | +2.5% | +2.2% | +0.4% | +1.0% |
| 6M | +10.8% | +0.7% | +10.1% | +9.9% |
| YTD | +30.5% | +10.9% | +19.6% | +22.8% |
| 1Y | +68.1% | +35.7% | +32.4% | +40.8% |
| All | +87.7% | +124.3% | -36.6% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling