+1,273.9%
DVN vs RIO
+6,036.1%
-4,762.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.1% | +1.0% | -1.1% | -0.5% |
| 30D | +8.0% | +4.0% | +3.9% | +5.9% |
| 3M | +11.9% | +4.5% | +7.4% | +8.7% |
| 6M | +10.6% | +17.3% | -6.7% | +0.5% |
| YTD | +35.4% | +36.2% | -0.8% | +14.3% |
| 1Y | +46.5% | +76.1% | -29.7% | +9.6% |
| 3Y | +3.0% | +102.5% | -99.6% | -28.8% |
| 5Y | +120.5% | +103.5% | +17.0% | +51.7% |
| 10Y | +62.5% | +619.2% | -556.7% | -30.9% |
| All | +1,273.9% | +6,036.1% | -4,762.1% | +295.8% |
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 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