-41.5%
RIG vs RIO
+5,099.8%
-5,141.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.8% |
| 7D | -2.7% | +1.9% | -4.6% | -3.7% |
| 30D | +9.5% | +5.0% | +4.6% | +6.5% |
| 3M | -6.6% | +5.1% | -11.8% | -9.7% |
| 6M | -2.9% | +17.6% | -20.5% | -12.8% |
| YTD | +39.5% | +36.3% | +3.2% | +15.7% |
| 1Y | +82.3% | +71.2% | +11.1% | +33.2% |
| 3Y | -29.6% | +102.7% | -132.3% | -53.1% |
| 5Y | +63.2% | +99.6% | -36.4% | +11.1% |
| 10Y | -45.0% | +603.1% | -648.1% | -77.8% |
| All | -41.5% | +5,099.8% | -5,141.3% | -87.3% |
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