+119.9%
XRT vs RIO
+604.6%
-484.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.7% |
| 7D | -3.6% | -3.4% | -0.2% | -2.4% |
| 30D | -6.7% | +0.6% | -7.3% | -7.0% |
| 3M | -1.4% | +2.5% | -3.9% | -2.7% |
| 6M | +1.7% | +10.8% | -9.1% | -3.1% |
| YTD | -1.5% | +30.5% | -31.9% | -12.1% |
| 1Y | -2.5% | +68.1% | -70.6% | -21.1% |
| 3Y | +39.9% | +94.0% | -54.1% | +5.8% |
| 5Y | -2.6% | +92.0% | -94.6% | -28.5% |
| All | +119.9% | +604.6% | -484.7% | +2.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling