+100.4%
RIO vs XME
+178.1%
-77.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +4.0% | +1.4% | +2.6% | +3.0% |
| 3M | +4.5% | +2.7% | +1.8% | +2.4% |
| 6M | +17.3% | +6.5% | +10.8% | +12.3% |
| YTD | +36.2% | +15.2% | +21.0% | +23.8% |
| 1Y | +76.1% | +43.5% | +32.6% | +38.6% |
| 3Y | +102.5% | +135.9% | -33.3% | +13.3% |
| All | +100.4% | +178.1% | -77.7% | -0.5% |
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