+118.9%
EOG vs RIO
+608.6%
-489.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.4% |
| 7D | +1.5% | -3.2% | +4.7% | +3.2% |
| 30D | +2.9% | +0.9% | +2.0% | +2.2% |
| 3M | +8.7% | -1.4% | +10.2% | +8.5% |
| 6M | +12.9% | +10.9% | +2.0% | +3.4% |
| YTD | +43.8% | +31.2% | +12.6% | +18.7% |
| 1Y | +27.1% | +67.9% | -40.8% | -9.6% |
| 3Y | +25.9% | +88.8% | -62.9% | -19.6% |
| 5Y | +177.9% | +93.1% | +84.8% | +68.5% |
| All | +118.9% | +608.6% | -489.8% | -26.1% |
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 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