+26.0%
EOG vs RIO
+87.1%
-61.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.9% |
| 7D | +1.0% | -3.4% | +4.4% | +1.5% |
| 30D | +2.8% | +0.6% | +2.3% | +2.7% |
| 3M | +5.9% | +2.5% | +3.4% | +5.3% |
| 6M | +17.1% | +10.8% | +6.3% | +13.4% |
| YTD | +43.9% | +30.5% | +13.5% | +32.5% |
| 1Y | +26.9% | +68.1% | -41.3% | +8.2% |
| All | +26.0% | +87.1% | -61.1% | +3.0% |
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