+142.5%
XLC vs RIO
+271.1%
-128.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +1.0% | +4.0% | -2.9% | -0.3% |
| 3M | -0.7% | +0.1% | -0.8% | -1.1% |
| 6M | -5.1% | +12.7% | -17.9% | -9.5% |
| YTD | -4.3% | +35.6% | -39.8% | -14.4% |
| 1Y | -0.6% | +73.7% | -74.3% | -18.4% |
| 3Y | +72.7% | +93.3% | -20.6% | +34.4% |
| 5Y | +38.0% | +92.4% | -54.4% | +4.3% |
| All | +142.5% | +271.1% | -128.7% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling