+9.0%
DVN vs RIO
+87.1%
-78.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +3.0% |
| 7D | +2.5% | -3.4% | +5.9% | +3.2% |
| 30D | +10.2% | +0.6% | +9.6% | +9.9% |
| 3M | +8.1% | +2.5% | +5.6% | +7.1% |
| 6M | +15.9% | +10.8% | +5.1% | +10.4% |
| YTD | +38.2% | +30.5% | +7.8% | +22.0% |
| 1Y | +44.5% | +68.1% | -23.7% | +13.5% |
| All | +9.0% | +87.1% | -78.1% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling