+3.4%
SLB vs RIO
+51.7%
-48.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +3.5% | -0.9% | +4.4% | +3.9% |
| 30D | +6.5% | -9.1% | +15.6% | +11.0% |
| 3M | -0.2% | -13.7% | +13.4% | +6.2% |
| 6M | -5.7% | -24.3% | +18.6% | +6.5% |
| YTD | +36.8% | +8.9% | +28.0% | +27.3% |
| 1Y | +45.8% | +22.7% | +23.1% | +27.3% |
| 3Y | +3.4% | +51.2% | -47.8% | -18.8% |
| All | +3.4% | +51.7% | -48.3% | -18.8% |
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