+148.7%
XLK vs RIO
+91.0%
+57.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.2% | -3.2% | +3.4% | +1.3% |
| 30D | -0.6% | +0.9% | -1.6% | -1.1% |
| 3M | +2.6% | -1.4% | +4.0% | +2.8% |
| 6M | +34.0% | +10.9% | +23.0% | +29.0% |
| YTD | +30.7% | +31.2% | -0.5% | +18.8% |
| 1Y | +39.2% | +67.9% | -28.7% | +16.7% |
| 3Y | +120.4% | +88.8% | +31.6% | +75.8% |
| All | +148.7% | +91.0% | +57.7% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling