+631.5%
XLU vs RIO
+3,613.5%
-2,982.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -3.2% | +1.6% | -1.1% |
| 30D | -3.3% | +0.9% | -4.2% | -3.5% |
| 3M | -3.2% | -1.4% | -1.7% | -3.1% |
| 6M | -7.0% | +10.9% | -17.9% | -9.0% |
| YTD | +0.6% | +31.2% | -30.6% | -4.5% |
| 1Y | +2.4% | +67.9% | -65.5% | -6.9% |
| 3Y | +46.3% | +88.8% | -42.5% | +29.5% |
| 5Y | +44.0% | +93.1% | -49.1% | +24.9% |
| 10Y | +140.1% | +593.0% | -452.9% | +62.7% |
| All | +631.5% | +3,613.5% | -2,982.0% | +251.9% |
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