+170.7%
XLE vs RIO
+600.2%
-429.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | 0.0% | +1.9% | -1.9% | -0.9% |
| 30D | +12.6% | +5.0% | +7.7% | +9.8% |
| 3M | +11.8% | +5.1% | +6.7% | +8.2% |
| 6M | +16.1% | +17.6% | -1.6% | +4.4% |
| YTD | +46.9% | +36.3% | +10.6% | +21.4% |
| 1Y | +53.3% | +71.2% | -17.9% | +11.7% |
| 3Y | +54.9% | +102.7% | -47.8% | 0.0% |
| 5Y | +225.7% | +99.6% | +126.1% | +104.0% |
| 10Y | +170.7% | +603.1% | -432.4% | -6.8% |
| All | +170.7% | +600.2% | -429.5% | -6.8% |
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 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