+994.0%
XLE vs RIO
+3,109.3%
-2,115.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.8% |
| 7D | -7.9% | +4.4% | -12.3% | -9.6% |
| 30D | -4.8% | -8.9% | +4.0% | -1.5% |
| 3M | +8.4% | -12.7% | +21.0% | +13.8% |
| 6M | +12.7% | -16.2% | +28.9% | +19.2% |
| YTD | +41.3% | +13.4% | +27.9% | +30.3% |
| 1Y | +42.3% | +30.9% | +11.4% | +23.6% |
| 3Y | +65.1% | +60.2% | +4.9% | +29.6% |
| 5Y | +150.2% | +98.9% | +51.3% | +75.8% |
| 10Y | +163.9% | +381.4% | -217.5% | +28.7% |
| All | +994.0% | +3,109.3% | -2,115.4% | +166.4% |
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