+145.1%
XRT vs RIO
+353.3%
-208.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.4% |
| 7D | +4.1% | +3.6% | +0.5% | +2.8% |
| 30D | +9.9% | -10.8% | +20.7% | +14.4% |
| 3M | +2.3% | -15.2% | +17.5% | +8.1% |
| 6M | +9.6% | -18.0% | +27.6% | +16.6% |
| YTD | +9.1% | +11.0% | -1.8% | +2.9% |
| 1Y | +16.2% | +26.4% | -10.1% | +4.3% |
| 3Y | +60.1% | +54.4% | +5.7% | +31.2% |
| 5Y | -0.5% | +98.1% | -98.6% | -28.5% |
| 10Y | +145.1% | +358.5% | -213.4% | +25.5% |
| All | +145.1% | +353.3% | -208.2% | +25.5% |
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 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