-5.8%
XLC vs RIO
+29.3%
-35.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.1% |
| 7D | +1.8% | -1.6% | +3.4% | +1.9% |
| 30D | -6.0% | -11.6% | +5.6% | -5.0% |
| 3M | -6.0% | -12.7% | +6.7% | -5.1% |
| 6M | -9.1% | -12.4% | +3.3% | -8.3% |
| YTD | -10.0% | +11.0% | -21.0% | -11.4% |
| 1Y | -5.8% | +30.8% | -36.7% | -11.1% |
| All | -5.8% | +29.3% | -35.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling