-42.2%
RIG vs RIO
+608.6%
-650.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.2% |
| 7D | -3.1% | -3.2% | +0.1% | -0.5% |
| 30D | -0.5% | +0.9% | -1.5% | -1.9% |
| 3M | -6.0% | -1.4% | -4.5% | -5.9% |
| 6M | -10.1% | +10.9% | -21.1% | -21.9% |
| YTD | +37.3% | +31.2% | +6.1% | +1.6% |
| 1Y | +73.9% | +67.9% | +6.0% | +1.2% |
| 3Y | -30.2% | +88.8% | -119.0% | -64.6% |
| 5Y | +62.5% | +93.1% | -30.6% | -21.6% |
| All | -42.2% | +608.6% | -650.8% | -88.4% |
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