+164.7%
XLB vs RIO
+356.2%
-191.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +5.3% | -10.5% | +15.8% | +10.3% |
| 3M | 0.0% | -15.9% | +15.9% | +7.5% |
| 6M | +1.2% | -22.3% | +23.5% | +12.2% |
| YTD | +16.9% | +9.3% | +7.6% | +10.7% |
| 1Y | +20.9% | +23.0% | -2.1% | +8.6% |
| 3Y | +43.3% | +52.1% | -8.7% | +15.2% |
| 5Y | +28.3% | +88.9% | -60.6% | -9.6% |
| All | +164.7% | +356.2% | -191.5% | +31.0% |
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