+215.2%
XLY vs RIO
+608.6%
-393.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -3.2% | +1.5% | -0.7% |
| 30D | -4.2% | +0.9% | -5.1% | -4.6% |
| 3M | -2.7% | -1.4% | -1.2% | -2.6% |
| 6M | -0.6% | +10.9% | -11.6% | -4.8% |
| YTD | -5.0% | +31.2% | -36.2% | -14.5% |
| 1Y | -4.1% | +67.9% | -72.0% | -20.9% |
| 3Y | +33.6% | +88.8% | -55.2% | +4.4% |
| 5Y | +28.7% | +93.1% | -64.4% | -2.9% |
| All | +215.2% | +608.6% | -393.5% | +61.0% |
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