+121.7%
XRT vs RIO
+635.4%
-513.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | -6.9% | +4.0% | -11.0% | -8.4% |
| 3M | -0.4% | +4.5% | -4.9% | -2.4% |
| 6M | +2.2% | +17.3% | -15.1% | -4.5% |
| YTD | -0.7% | +36.2% | -36.9% | -12.7% |
| 1Y | -2.0% | +76.1% | -78.1% | -22.0% |
| 3Y | +41.0% | +102.5% | -61.5% | +5.1% |
| 5Y | -3.3% | +103.5% | -106.8% | -30.5% |
| All | +121.7% | +635.4% | -513.8% | +1.7% |
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