+2.1%
SLB vs RIO
+100.4%
-98.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | 0.0% | +0.9% | +0.8% |
| 30D | +15.8% | +4.0% | +11.9% | +13.6% |
| 3M | -0.3% | +0.1% | -0.5% | -0.6% |
| 6M | +21.3% | +12.7% | +8.6% | +13.4% |
| YTD | +52.3% | +35.6% | +16.7% | +29.2% |
| 1Y | +63.6% | +73.7% | -10.1% | +22.1% |
| All | +2.1% | +100.4% | -98.3% | -28.6% |
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