+1,075.5%
XLI vs RIO
+2,981.6%
-1,906.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | +1.0% | -9.1% | +10.1% | +3.8% |
| 3M | -8.9% | -13.7% | +4.8% | -5.1% |
| 6M | -2.3% | -24.3% | +22.1% | +5.4% |
| YTD | +9.7% | +8.9% | +0.8% | +5.9% |
| 1Y | +12.3% | +22.7% | -10.4% | +4.7% |
| 3Y | +71.5% | +51.2% | +20.3% | +48.5% |
| 5Y | +70.2% | +88.1% | -17.9% | +35.1% |
| 10Y | +227.5% | +352.3% | -124.9% | +96.8% |
| All | +1,075.5% | +2,981.6% | -1,906.0% | +266.5% |
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 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