+1,477.5%
XLK vs RIO
+3,753.9%
-2,276.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.3% | +1.0% | +1.4% | +2.1% |
| 30D | +0.8% | +4.0% | -3.2% | -0.4% |
| 3M | +4.1% | +4.5% | -0.5% | +2.6% |
| 6M | +34.8% | +17.3% | +17.4% | +28.6% |
| YTD | +30.8% | +36.2% | -5.4% | +19.5% |
| 1Y | +42.4% | +76.1% | -33.8% | +21.1% |
| 3Y | +121.8% | +102.5% | +19.3% | +80.1% |
| 5Y | +146.6% | +103.5% | +43.1% | +95.9% |
| 10Y | +804.3% | +619.2% | +185.1% | +402.1% |
| All | +1,477.5% | +3,753.9% | -2,276.4% | +355.2% |
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