-28.9%
RIG vs RIO
+87.1%
-116.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +3.3% |
| 7D | -4.2% | -3.4% | -0.8% | -2.5% |
| 30D | -0.7% | +0.6% | -1.3% | -1.3% |
| 3M | -4.0% | +2.5% | -6.5% | -5.9% |
| 6M | -6.3% | +10.8% | -17.1% | -14.8% |
| YTD | +39.7% | +30.5% | +9.2% | +13.2% |
| 1Y | +78.1% | +68.1% | +9.9% | +19.8% |
| All | -28.9% | +87.1% | -116.0% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling