+253.9%
XLI vs RIO
+608.6%
-354.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -1.7% | -3.2% | +1.6% | -0.5% |
| 30D | -7.3% | +0.9% | -8.2% | -7.7% |
| 3M | -1.3% | -1.4% | +0.1% | -1.2% |
| 6M | +2.2% | +10.9% | -8.7% | -2.4% |
| YTD | +11.7% | +31.2% | -19.5% | -0.2% |
| 1Y | +14.3% | +67.9% | -53.6% | -7.1% |
| 3Y | +70.3% | +88.8% | -18.5% | +30.1% |
| 5Y | +82.3% | +93.1% | -10.8% | +33.0% |
| All | +253.9% | +608.6% | -354.7% | +59.5% |
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