+163.2%
OXY vs RIO
+90.3%
+72.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.8% |
| 7D | +1.4% | -3.4% | +4.7% | +2.6% |
| 30D | +4.0% | +0.6% | +3.5% | +3.6% |
| 3M | +7.6% | +2.5% | +5.1% | +5.9% |
| 6M | +16.2% | +10.8% | +5.4% | +8.6% |
| YTD | +50.8% | +30.5% | +20.4% | +29.4% |
| 1Y | +34.7% | +68.1% | -33.4% | +1.5% |
| 3Y | -1.0% | +94.0% | -95.1% | -32.4% |
| 5Y | +163.2% | +92.0% | +71.2% | +78.3% |
| All | +163.2% | +90.3% | +72.9% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling