+133.6%
XLC vs RIO
+199.3%
-65.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | -4.2% | -10.5% | +6.3% | -0.9% |
| 3M | -2.1% | -15.9% | +13.8% | +2.9% |
| 6M | -6.6% | -22.3% | +15.7% | +0.2% |
| YTD | -7.8% | +9.3% | -17.1% | -12.1% |
| 1Y | -4.1% | +23.0% | -27.1% | -12.2% |
| 3Y | +62.6% | +52.1% | +10.6% | +36.4% |
| 5Y | +39.6% | +88.9% | -49.2% | +4.4% |
| All | +133.6% | +199.3% | -65.7% | +26.1% |
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 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