+103.1%
XLP vs RIO
+606.7%
-503.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | +4.0% | -4.8% | -1.6% |
| 3M | +3.8% | +0.1% | +3.7% | +3.6% |
| 6M | -1.7% | +12.7% | -14.5% | -4.3% |
| YTD | +10.3% | +35.6% | -25.3% | +3.8% |
| 1Y | +7.8% | +73.7% | -65.9% | -3.2% |
| 3Y | +27.2% | +93.3% | -66.1% | +10.9% |
| 5Y | +32.5% | +92.4% | -59.9% | +13.6% |
| All | +103.1% | +606.7% | -503.6% | +34.8% |
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