+159.8%
XLB vs RIO
+608.6%
-448.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -2.8% | -3.2% | +0.4% | -1.5% |
| 30D | -3.1% | +0.9% | -4.0% | -3.6% |
| 3M | -0.2% | -1.4% | +1.3% | +0.1% |
| 6M | +3.1% | +10.9% | -7.9% | -2.3% |
| YTD | +13.3% | +31.2% | -17.9% | -0.6% |
| 1Y | +12.0% | +67.9% | -55.9% | -12.1% |
| 3Y | +31.4% | +88.8% | -57.4% | -3.6% |
| 5Y | +33.9% | +93.1% | -59.2% | -5.8% |
| All | +159.8% | +608.6% | -448.8% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling