+139.2%
SLB vs RIO
+97.3%
+41.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -1.0% |
| 7D | +0.4% | +1.9% | -1.5% | -0.6% |
| 30D | +13.6% | +5.0% | +8.6% | +10.5% |
| 3M | +1.5% | +5.1% | -3.6% | -1.7% |
| 6M | +23.0% | +17.6% | +5.4% | +10.9% |
| YTD | +51.2% | +36.3% | +14.9% | +24.9% |
| 1Y | +63.5% | +71.2% | -7.7% | +18.1% |
| 3Y | +2.5% | +102.7% | -100.2% | -34.4% |
| 5Y | +139.2% | +99.6% | +39.6% | +50.9% |
| All | +139.2% | +97.3% | +41.9% | +50.9% |
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