+130.0%
CVX vs RIO
+90.3%
+39.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +3.4% | -0.9% | +4.4% | +3.6% |
| 30D | -1.0% | -9.1% | +8.1% | +1.4% |
| 3M | +12.2% | -13.7% | +25.9% | +16.2% |
| 6M | +20.3% | -24.3% | +44.7% | +28.9% |
| YTD | +48.3% | +8.9% | +39.4% | +38.8% |
| 1Y | +46.9% | +22.7% | +24.2% | +31.5% |
| 3Y | +73.1% | +51.2% | +21.9% | +40.8% |
| All | +130.0% | +90.3% | +39.7% | +61.8% |
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 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