+217.2%
CVX vs RIO
+604.6%
-387.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.3% |
| 7D | +0.7% | -3.4% | +4.0% | +2.1% |
| 30D | +9.1% | +0.6% | +8.6% | +8.6% |
| 3M | +13.1% | +2.5% | +10.5% | +10.9% |
| 6M | +16.3% | +10.8% | +5.5% | +8.3% |
| YTD | +43.5% | +30.5% | +13.0% | +22.4% |
| 1Y | +40.2% | +68.1% | -28.0% | +5.1% |
| 3Y | +44.2% | +94.0% | -49.8% | -2.2% |
| 5Y | +170.6% | +92.0% | +78.6% | +76.8% |
| All | +217.2% | +604.6% | -387.4% | +17.2% |
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 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