-0.7%
XRT vs RIO
+97.3%
-98.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -0.3% | +1.9% | -2.2% | -0.8% |
| 30D | -5.6% | +5.0% | -10.6% | -7.1% |
| 3M | +2.5% | +5.1% | -2.6% | +0.7% |
| 6M | +3.7% | +17.6% | -14.0% | -2.2% |
| YTD | +1.0% | +36.3% | -35.3% | -9.5% |
| 1Y | -1.2% | +71.2% | -72.4% | -17.9% |
| 3Y | +43.4% | +102.7% | -59.3% | +11.7% |
| 5Y | -0.7% | +99.6% | -100.3% | -25.4% |
| All | -0.7% | +97.3% | -98.0% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling