+77.6%
XOP vs RIO
+450.6%
-373.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +6.3% | -0.9% | +7.3% | +6.8% |
| 30D | -6.6% | -9.1% | +2.5% | -2.2% |
| 3M | +3.6% | -13.7% | +17.2% | +11.0% |
| 6M | +10.8% | -24.3% | +35.1% | +25.7% |
| YTD | +48.3% | +8.9% | +39.4% | +35.2% |
| 1Y | +42.9% | +22.7% | +20.3% | +22.0% |
| 3Y | +43.3% | +51.2% | -7.9% | +6.7% |
| 5Y | +94.0% | +88.1% | +5.8% | +25.3% |
| 10Y | +53.7% | +352.3% | -298.6% | -37.0% |
| All | +77.6% | +450.6% | -373.1% | -47.2% |
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