+31.5%
OXY vs RIO
+73.7%
-42.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -0.9% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +11.6% | +4.0% | +7.6% | +11.9% |
| 3M | +2.8% | +0.1% | +2.7% | +3.1% |
| 6M | +13.0% | +12.7% | +0.3% | +13.9% |
| YTD | +47.4% | +35.6% | +11.8% | +40.4% |
| 1Y | +31.5% | +73.7% | -42.2% | +20.1% |
| All | +31.5% | +73.7% | -42.3% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling