+65.3%
RIG vs RIO
+90.3%
-25.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +4.0% |
| 7D | -4.2% | -3.4% | -0.8% | -1.9% |
| 30D | -0.7% | +0.6% | -1.3% | -1.5% |
| 3M | -4.0% | +2.5% | -6.5% | -6.6% |
| 6M | -6.3% | +10.8% | -17.1% | -16.5% |
| YTD | +39.7% | +30.5% | +9.2% | +8.9% |
| 1Y | +78.1% | +68.1% | +9.9% | +12.2% |
| 3Y | -29.5% | +94.0% | -123.5% | -61.5% |
| 5Y | +65.3% | +92.0% | -26.7% | -8.5% |
| All | +65.3% | +90.3% | -25.0% | -8.5% |
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