+54.8%
XOP vs RIO
+604.6%
-549.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +2.7% |
| 7D | +1.6% | -3.4% | +5.0% | +3.6% |
| 30D | +9.6% | +0.6% | +9.0% | +8.8% |
| 3M | +16.9% | +2.5% | +14.4% | +13.8% |
| 6M | +24.0% | +10.8% | +13.2% | +12.2% |
| YTD | +56.2% | +30.5% | +25.7% | +25.5% |
| 1Y | +51.8% | +68.1% | -16.3% | +2.5% |
| 3Y | +37.0% | +94.0% | -57.1% | -19.2% |
| 5Y | +163.4% | +92.0% | +71.4% | +50.4% |
| All | +54.8% | +604.6% | -549.8% | -58.5% |
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