+34.5%
XLB vs RIO
+104.4%
-69.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -0.2% | +1.9% | -2.2% | -1.0% |
| 30D | -1.7% | +5.0% | -6.7% | -3.7% |
| 3M | +4.4% | +5.1% | -0.8% | +2.0% |
| 6M | +5.0% | +17.6% | -12.6% | -2.4% |
| YTD | +15.5% | +36.3% | -20.8% | +0.7% |
| 1Y | +14.9% | +71.2% | -56.3% | -9.1% |
| 3Y | +34.5% | +102.7% | -68.2% | -2.7% |
| All | +34.5% | +104.4% | -69.9% | -2.7% |
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