+674.5%
SLB vs RIO
+4,852.5%
-4,178.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -7.1% | +2.2% | -9.4% | -8.1% |
| 30D | +4.1% | -10.1% | +14.2% | +8.8% |
| 3M | -2.6% | -14.1% | +11.5% | +3.7% |
| 6M | -8.6% | -18.9% | +10.3% | -0.6% |
| YTD | +32.2% | +9.9% | +22.3% | +25.0% |
| 1Y | +40.7% | +27.0% | +13.7% | +24.8% |
| 3Y | -4.5% | +50.1% | -54.6% | -21.9% |
| 5Y | +66.4% | +95.3% | -28.9% | +20.2% |
| 10Y | -15.1% | +425.9% | -441.0% | -58.6% |
| All | +674.5% | +4,852.5% | -4,178.0% | +106.3% |
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