+136.0%
XLC vs RIO
+198.1%
-62.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +3.7% | -0.9% | +4.7% | +4.0% |
| 30D | -1.9% | -9.1% | +7.2% | +0.9% |
| 3M | -3.1% | -13.7% | +10.6% | +1.1% |
| 6M | -6.4% | -24.3% | +18.0% | +1.3% |
| YTD | -6.8% | +8.9% | -15.7% | -11.1% |
| 1Y | -1.7% | +22.7% | -24.4% | -9.9% |
| 3Y | +64.7% | +51.2% | +13.5% | +38.3% |
| 5Y | +41.1% | +88.1% | -47.0% | +5.6% |
| All | +136.0% | +198.1% | -62.1% | +27.5% |
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