+37.5%
CVX vs RIO
+73.7%
-36.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.2% |
| 7D | +3.3% | 0.0% | +3.4% | +3.3% |
| 30D | +12.9% | +4.0% | +8.9% | +13.3% |
| 3M | +11.7% | +0.1% | +11.6% | +12.1% |
| 6M | +14.1% | +12.7% | +1.4% | +15.1% |
| YTD | +40.7% | +35.6% | +5.1% | +38.3% |
| 1Y | +37.5% | +73.7% | -36.2% | +34.2% |
| All | +37.5% | +73.7% | -36.3% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling