+248.8%
XLF vs RIO
+608.6%
-359.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.5% | -3.2% | +1.7% | -0.3% |
| 30D | -1.2% | +0.9% | -2.1% | -1.7% |
| 3M | +9.2% | -1.4% | +10.6% | +9.3% |
| 6M | +16.3% | +10.9% | +5.4% | +10.5% |
| YTD | +5.4% | +31.2% | -25.8% | -6.8% |
| 1Y | +7.6% | +67.9% | -60.3% | -13.9% |
| 3Y | +74.2% | +88.8% | -14.6% | +29.8% |
| 5Y | +66.1% | +93.1% | -27.0% | +17.8% |
| All | +248.8% | +608.6% | -359.8% | +47.3% |
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