+988.3%
XLE vs RIO
+3,010.5%
-2,022.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -12.0% | +2.2% | -14.2% | -12.9% |
| 30D | -2.7% | -10.1% | +7.4% | +1.3% |
| 3M | +6.6% | -14.1% | +20.7% | +12.7% |
| 6M | +9.5% | -18.9% | +28.4% | +17.4% |
| YTD | +40.6% | +9.9% | +30.6% | +31.3% |
| 1Y | +43.6% | +27.0% | +16.6% | +26.3% |
| 3Y | +58.1% | +50.1% | +8.0% | +27.5% |
| 5Y | +152.2% | +95.3% | +56.9% | +78.5% |
| 10Y | +172.9% | +425.9% | -252.9% | +28.6% |
| All | +988.3% | +3,010.5% | -2,022.2% | +168.4% |
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