+2,154.3%
XEL vs RIO
+6,041.4%
-3,887.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +1.3% | +1.9% | -0.6% | +1.1% |
| 30D | -1.5% | +5.0% | -6.5% | -2.2% |
| 3M | -0.2% | +5.1% | -5.3% | -1.0% |
| 6M | -5.4% | +17.6% | -23.1% | -7.7% |
| YTD | +5.6% | +36.3% | -30.6% | +1.0% |
| 1Y | +10.5% | +71.2% | -60.7% | +2.4% |
| 3Y | +49.2% | +102.7% | -53.5% | +34.5% |
| 5Y | +30.1% | +99.6% | -69.5% | +16.0% |
| 10Y | +146.7% | +603.1% | -456.4% | +81.6% |
| All | +2,154.3% | +6,041.4% | -3,887.1% | +1,117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling