+44.7%
XLB vs RIO
+56.4%
-11.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.7% |
| 7D | +0.5% | +3.6% | -3.1% | -0.9% |
| 30D | +6.9% | -10.8% | +17.7% | +11.7% |
| 3M | -0.2% | -15.2% | +15.1% | +6.2% |
| 6M | +3.3% | -18.0% | +21.3% | +11.0% |
| YTD | +18.0% | +11.0% | +7.1% | +11.5% |
| 1Y | +24.2% | +26.4% | -2.1% | +11.1% |
| 3Y | +44.7% | +54.4% | -9.6% | +17.1% |
| All | +44.7% | +56.4% | -11.6% | +17.1% |
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