+4,533.2%
CVX vs RIO
+6,008.3%
-1,475.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +3.3% | 0.0% | +3.4% | +3.3% |
| 30D | +12.9% | +4.0% | +8.9% | +11.3% |
| 3M | +11.7% | +0.1% | +11.6% | +11.0% |
| 6M | +14.1% | +12.7% | +1.4% | +8.2% |
| YTD | +40.7% | +35.6% | +5.1% | +25.2% |
| 1Y | +37.5% | +73.7% | -36.2% | +12.6% |
| 3Y | +43.9% | +93.3% | -49.4% | +12.4% |
| 5Y | +161.5% | +92.4% | +69.0% | +100.7% |
| 10Y | +215.1% | +606.9% | -391.8% | +61.8% |
| All | +4,533.2% | +6,008.3% | -1,475.1% | +1,487.9% |
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