+1,111.5%
XLI vs RIO
+3,757.2%
-2,645.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.0% | +1.9% | -1.0% | +0.4% |
| 30D | -5.8% | +5.0% | -10.8% | -7.2% |
| 3M | +0.7% | +5.1% | -4.4% | -1.0% |
| 6M | +3.2% | +17.6% | -14.4% | -2.2% |
| YTD | +13.0% | +36.3% | -23.3% | +2.4% |
| 1Y | +16.8% | +71.2% | -54.4% | -1.3% |
| 3Y | +72.4% | +102.7% | -30.3% | +37.1% |
| 5Y | +82.8% | +99.6% | -16.8% | +42.4% |
| 10Y | +252.4% | +603.1% | -350.7% | +86.8% |
| All | +1,111.5% | +3,757.2% | -2,645.7% | +254.2% |
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