+99.4%
XBI vs RIO
+88.2%
+11.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.6% | -3.2% | -1.4% | -3.6% |
| 30D | -2.0% | +0.9% | -2.9% | -2.3% |
| 3M | +17.8% | -1.4% | +19.2% | +18.1% |
| 6M | +23.7% | +10.9% | +12.8% | +18.3% |
| YTD | +28.2% | +31.2% | -3.0% | +15.2% |
| 1Y | +64.0% | +67.9% | -3.9% | +34.4% |
| 3Y | +99.4% | +88.8% | +10.6% | +51.6% |
| All | +99.4% | +88.2% | +11.2% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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