+87.3%
XOP vs RIO
+563.6%
-476.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.2% |
| 7D | +2.6% | -3.2% | +5.8% | +4.3% |
| 30D | +9.6% | +0.9% | +8.7% | +8.7% |
| 3M | +20.4% | -1.4% | +21.8% | +20.2% |
| 6M | +19.9% | +10.9% | +9.0% | +10.0% |
| YTD | +56.4% | +31.2% | +25.2% | +30.0% |
| 1Y | +52.4% | +67.9% | -15.5% | +10.3% |
| 3Y | +39.9% | +88.8% | -48.9% | -7.2% |
| 5Y | +163.7% | +93.1% | +70.6% | +69.3% |
| 10Y | +56.8% | +593.0% | -536.2% | -48.3% |
| All | +87.3% | +563.6% | -476.3% | -49.2% |
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