+264.7%
XOM vs RIO
+90.3%
+174.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.8% |
| 7D | +1.9% | -3.4% | +5.2% | +2.8% |
| 30D | +4.1% | +0.6% | +3.5% | +3.7% |
| 3M | +10.4% | +2.5% | +7.9% | +9.1% |
| 6M | +13.0% | +10.8% | +2.2% | +7.5% |
| YTD | +40.1% | +30.5% | +9.6% | +25.0% |
| 1Y | +51.1% | +68.1% | -17.0% | +22.4% |
| 3Y | +57.7% | +94.0% | -36.3% | +18.0% |
| 5Y | +264.7% | +92.0% | +172.7% | +171.7% |
| All | +264.7% | +90.3% | +174.4% | +171.7% |
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