-63.9%
XYZ vs RIO
+94.1%
-158.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +12.1% | +2.2% | +9.9% | +11.1% |
| 30D | +12.4% | -10.1% | +22.5% | +19.1% |
| 3M | +8.2% | -14.1% | +22.3% | +17.2% |
| 6M | +20.7% | -18.9% | +39.6% | +34.1% |
| YTD | +31.3% | +9.9% | +21.4% | +20.7% |
| 1Y | +20.5% | +27.0% | -6.5% | +1.3% |
| 3Y | +72.6% | +50.1% | +22.5% | +27.5% |
| All | -63.9% | +94.1% | -158.0% | -76.3% |
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