+889.2%
XLV vs RIO
+3,613.5%
-2,724.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -3.2% | -0.3% | -3.0% |
| 30D | -1.8% | +0.9% | -2.8% | -2.0% |
| 3M | +7.8% | -1.4% | +9.2% | +7.8% |
| 6M | +9.1% | +10.9% | -1.8% | +6.6% |
| YTD | +7.7% | +31.2% | -23.5% | +1.9% |
| 1Y | +20.4% | +67.9% | -47.5% | +8.9% |
| 3Y | +30.8% | +88.8% | -58.0% | +14.9% |
| 5Y | +34.6% | +93.1% | -58.5% | +15.8% |
| 10Y | +173.4% | +593.0% | -419.6% | +83.6% |
| All | +889.2% | +3,613.5% | -2,724.2% | +349.3% |
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