-16.6%
SLB vs RIO
+392.9%
-409.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -1.0% |
| 7D | -3.7% | +4.4% | -8.1% | -6.3% |
| 30D | +2.9% | -8.9% | +11.8% | +8.7% |
| 3M | +0.2% | -12.7% | +12.9% | +8.4% |
| 6M | -4.4% | -16.2% | +11.8% | +5.2% |
| YTD | +33.4% | +13.4% | +20.0% | +19.4% |
| 1Y | +40.8% | +30.9% | +9.9% | +14.6% |
| 3Y | +3.2% | +60.2% | -57.0% | -28.2% |
| 5Y | +64.8% | +98.9% | -34.1% | -4.9% |
| 10Y | -16.6% | +381.4% | -398.0% | -65.3% |
| All | -16.6% | +392.9% | -409.5% | -65.3% |
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 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