+37.8%
XLC vs RIO
+97.3%
-59.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +0.6% | +1.9% | -1.4% | +0.1% |
| 30D | +0.2% | +5.0% | -4.7% | -0.9% |
| 3M | +0.6% | +5.1% | -4.5% | -0.7% |
| 6M | -4.5% | +17.6% | -22.1% | -8.6% |
| YTD | -4.7% | +36.3% | -41.0% | -12.4% |
| 1Y | -1.7% | +71.2% | -72.8% | -14.8% |
| 3Y | +72.3% | +102.7% | -30.4% | +41.3% |
| 5Y | +37.8% | +99.6% | -61.8% | +12.9% |
| All | +37.8% | +97.3% | -59.5% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling