+6.4%
OXY vs RIO
+608.6%
-602.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | +2.8% | -3.2% | +6.0% | +4.8% |
| 30D | +5.5% | +0.9% | +4.5% | +4.5% |
| 3M | +11.3% | -1.4% | +12.7% | +11.2% |
| 6M | +11.6% | +10.9% | +0.7% | +0.7% |
| YTD | +51.6% | +31.2% | +20.3% | +21.3% |
| 1Y | +36.2% | +67.9% | -31.7% | -8.0% |
| 3Y | +1.7% | +88.8% | -87.1% | -38.7% |
| 5Y | +164.5% | +93.1% | +71.4% | +48.8% |
| All | +6.4% | +608.6% | -602.2% | -65.4% |
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