+67.3%
DVN vs RIO
+608.6%
-541.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +4.5% | -3.2% | +7.7% | +6.7% |
| 30D | +12.0% | +0.9% | +11.0% | +10.8% |
| 3M | +13.4% | -1.4% | +14.8% | +13.0% |
| 6M | +12.1% | +10.9% | +1.2% | -0.5% |
| YTD | +38.8% | +31.2% | +7.6% | +7.4% |
| 1Y | +46.0% | +67.9% | -21.9% | -6.9% |
| 3Y | +9.5% | +88.8% | -79.3% | -38.8% |
| 5Y | +125.3% | +93.1% | +32.1% | +18.4% |
| All | +67.3% | +608.6% | -541.4% | -60.7% |
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