+176.5%
XLE vs RIO
+356.2%
-179.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.5% |
| 7D | +4.4% | +0.1% | +4.2% | +4.2% |
| 30D | -4.3% | -10.5% | +6.2% | +0.6% |
| 3M | +6.0% | -15.9% | +22.0% | +14.3% |
| 6M | +13.2% | -22.3% | +35.5% | +25.5% |
| YTD | +46.7% | +9.3% | +37.4% | +33.9% |
| 1Y | +46.6% | +23.0% | +23.6% | +25.5% |
| 3Y | +69.6% | +52.1% | +17.5% | +25.9% |
| 5Y | +166.5% | +88.9% | +77.7% | +67.0% |
| All | +176.5% | +356.2% | -179.8% | +21.8% |
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