+552.8%
XLP vs RIO
+3,010.5%
-2,457.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +0.7% | +2.2% | -1.5% | +0.5% |
| 30D | +10.3% | -10.1% | +20.4% | +11.7% |
| 3M | +6.5% | -14.1% | +20.7% | +8.5% |
| 6M | +8.4% | -18.9% | +27.3% | +10.9% |
| YTD | +18.2% | +9.9% | +8.3% | +16.0% |
| 1Y | +22.4% | +27.0% | -4.6% | +17.9% |
| 3Y | +41.9% | +50.1% | -8.2% | +32.8% |
| 5Y | +40.9% | +95.3% | -54.4% | +25.9% |
| 10Y | +128.4% | +425.9% | -297.5% | +76.7% |
| All | +552.8% | +3,010.5% | -2,457.7% | +304.1% |
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