+39.7%
RIG vs RIO
+29.3%
+10.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.2% | -8.5% |
| 7D | -18.8% | -1.6% | -17.2% | -18.4% |
| 30D | -1.1% | -11.6% | +10.5% | +2.8% |
| 3M | +4.4% | -12.7% | +17.1% | +8.8% |
| 6M | -20.8% | -12.4% | -8.4% | -18.7% |
| YTD | +32.0% | +11.0% | +21.0% | +15.4% |
| 1Y | +39.7% | +30.8% | +8.9% | +1.1% |
| All | +39.7% | +29.3% | +10.4% | +1.1% |
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