+192.9%
XOM vs RIO
+608.6%
-415.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +4.1% | -3.2% | +7.3% | +5.4% |
| 30D | +4.6% | +0.9% | +3.7% | +3.9% |
| 3M | +14.0% | -1.4% | +15.4% | +14.0% |
| 6M | +11.0% | +10.9% | 0.0% | +3.9% |
| YTD | +40.7% | +31.2% | +9.5% | +21.7% |
| 1Y | +52.3% | +67.9% | -15.6% | +17.6% |
| 3Y | +60.5% | +88.8% | -28.3% | +14.6% |
| 5Y | +266.4% | +93.1% | +173.3% | +150.5% |
| All | +192.9% | +608.6% | -415.7% | +25.1% |
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