-6.6%
XLC vs RIO
-20.6%
+14.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | +3.1% | +0.1% | +2.9% | +3.1% |
| 30D | -4.2% | -10.5% | +6.3% | -4.0% |
| 3M | -2.1% | -15.9% | +13.8% | -1.9% |
| 6M | -6.6% | -22.3% | +15.7% | -5.1% |
| All | -6.6% | -20.6% | +14.0% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling