+621.5%
XYZ vs RIO
+364.8%
+256.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | +11.6% | -9.9% | +21.5% | +18.2% |
| 3M | +8.4% | -14.0% | +22.4% | +17.4% |
| 6M | +17.2% | -19.5% | +36.7% | +30.7% |
| YTD | +31.7% | +11.5% | +20.2% | +21.1% |
| 1Y | +30.1% | +26.9% | +3.1% | +10.9% |
| 3Y | +66.4% | +55.1% | +11.3% | +24.2% |
| 5Y | -62.2% | +90.7% | -152.8% | -75.3% |
| 10Y | +621.5% | +363.3% | +258.2% | +214.7% |
| All | +621.5% | +364.8% | +256.8% | +214.7% |
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