+90.3%
RIO vs XME
+108.0%
-17.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | -13.7% | -18.6% | +4.9% | -2.8% |
| 6M | -24.3% | -23.9% | -0.4% | -11.7% |
| YTD | +8.9% | -9.3% | +18.2% | +14.0% |
| 1Y | +22.7% | +1.8% | +20.9% | +19.5% |
| 3Y | +51.2% | +93.0% | -41.8% | -5.1% |
| All | +90.3% | +108.0% | -17.6% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling