+163.9%
XLE vs RIO
+392.9%
-229.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -1.0% |
| 7D | -7.9% | +4.4% | -12.3% | -9.9% |
| 30D | -4.8% | -8.9% | +4.0% | -0.8% |
| 3M | +8.4% | -12.7% | +21.0% | +14.8% |
| 6M | +12.7% | -16.2% | +28.9% | +20.4% |
| YTD | +41.3% | +13.4% | +27.9% | +26.8% |
| 1Y | +42.3% | +30.9% | +11.4% | +18.1% |
| 3Y | +65.1% | +60.2% | +4.9% | +19.4% |
| 5Y | +150.2% | +98.9% | +51.3% | +52.6% |
| 10Y | +163.9% | +381.4% | -217.5% | +14.1% |
| All | +163.9% | +392.9% | -229.0% | +14.1% |
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 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