+823.0%
XLB vs RIO
+2,993.8%
-2,170.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +5.3% | -10.5% | +15.8% | +9.6% |
| 3M | 0.0% | -15.9% | +15.9% | +6.4% |
| 6M | +1.2% | -22.3% | +23.5% | +10.5% |
| YTD | +16.9% | +9.3% | +7.6% | +11.9% |
| 1Y | +20.9% | +23.0% | -2.1% | +10.6% |
| 3Y | +43.3% | +52.1% | -8.7% | +19.8% |
| 5Y | +28.3% | +88.9% | -60.6% | -3.2% |
| 10Y | +165.3% | +354.1% | -188.8% | +40.1% |
| All | +823.0% | +2,993.8% | -2,170.8% | +128.6% |
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