+141.3%
XLC vs RIO
+257.2%
-115.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.9% |
| 7D | -1.7% | -3.4% | +1.7% | -0.7% |
| 30D | +0.2% | +0.6% | -0.4% | -0.1% |
| 3M | +0.7% | +2.5% | -1.8% | -0.5% |
| 6M | -4.5% | +10.8% | -15.2% | -8.4% |
| YTD | -4.7% | +30.5% | -35.2% | -13.9% |
| 1Y | -1.5% | +68.1% | -69.6% | -18.4% |
| 3Y | +72.2% | +94.0% | -21.8% | +33.7% |
| 5Y | +39.3% | +92.0% | -52.7% | +5.0% |
| All | +141.3% | +257.2% | -115.9% | +23.6% |
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 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