+580.0%
XYZ vs RIO
+600.2%
-20.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.5% |
| 7D | +2.9% | +1.9% | +0.9% | +1.8% |
| 30D | +1.4% | +5.0% | -3.6% | -1.4% |
| 3M | +14.6% | +5.1% | +9.4% | +10.9% |
| 6M | +20.8% | +17.6% | +3.1% | +9.2% |
| YTD | +23.1% | +36.3% | -13.2% | +1.9% |
| 1Y | +5.6% | +71.2% | -65.5% | -23.2% |
| 3Y | +50.9% | +102.7% | -51.8% | -1.9% |
| 5Y | -68.6% | +99.6% | -168.1% | -79.8% |
| 10Y | +580.0% | +603.1% | -23.1% | +163.8% |
| All | +580.0% | +600.2% | -20.2% | +163.8% |
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