+548.2%
XRT vs RIO
+464.1%
+84.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | +9.8% | -9.9% | +19.7% | +12.9% |
| 3M | +3.3% | -14.0% | +17.3% | +7.5% |
| 6M | +13.6% | -19.5% | +33.1% | +20.0% |
| YTD | +9.1% | +11.5% | -2.5% | +4.4% |
| 1Y | +15.1% | +26.9% | -11.9% | +6.2% |
| 3Y | +59.9% | +55.1% | +4.8% | +38.2% |
| 5Y | -1.7% | +90.7% | -92.4% | -21.4% |
| 10Y | +141.1% | +363.3% | -222.2% | +47.4% |
| All | +548.2% | +464.1% | +84.1% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling