+43.3%
XLP vs RIO
+93.1%
-49.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +8.3% | -9.9% | +18.2% | +9.4% |
| 3M | +8.7% | -14.0% | +22.7% | +10.2% |
| 6M | +11.2% | -19.5% | +30.7% | +13.5% |
| YTD | +20.0% | +11.5% | +8.5% | +17.2% |
| 1Y | +21.3% | +26.9% | -5.6% | +16.6% |
| 3Y | +43.8% | +55.1% | -11.3% | +33.3% |
| 5Y | +43.3% | +90.7% | -47.4% | +28.7% |
| All | +43.3% | +93.1% | -49.7% | +28.7% |
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