+1,505.3%
OXY vs RIO
+6,041.4%
-4,536.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -0.5% | +1.9% | -2.4% | -1.3% |
| 30D | +8.5% | +5.0% | +3.5% | +6.1% |
| 3M | +6.0% | +5.1% | +0.9% | +3.0% |
| 6M | +13.0% | +17.6% | -4.7% | +2.9% |
| YTD | +48.9% | +36.3% | +12.6% | +26.6% |
| 1Y | +36.4% | +71.2% | -34.8% | +4.6% |
| 3Y | -2.3% | +102.7% | -105.0% | -31.4% |
| 5Y | +160.6% | +99.6% | +61.1% | +81.1% |
| 10Y | +2.0% | +603.1% | -601.1% | -55.9% |
| All | +1,505.3% | +6,041.4% | -4,536.0% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling