+4,783.9%
CVX vs RIO
+4,806.4%
-22.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +3.4% | -0.9% | +4.4% | +3.7% |
| 30D | -1.0% | -9.1% | +8.1% | +1.8% |
| 3M | +12.2% | -13.7% | +25.9% | +17.0% |
| 6M | +20.3% | -24.3% | +44.7% | +29.9% |
| YTD | +48.3% | +8.9% | +39.4% | +40.9% |
| 1Y | +46.9% | +22.7% | +24.2% | +34.2% |
| 3Y | +73.1% | +51.2% | +21.9% | +46.0% |
| 5Y | +135.2% | +88.1% | +47.1% | +81.5% |
| 10Y | +214.4% | +352.3% | -137.9% | +84.4% |
| All | +4,783.9% | +4,806.4% | -22.4% | +1,687.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling