+92.0%
RIO vs RVMD
+560.0%
-468.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -4.0% |
| 7D | -3.4% | -3.6% | +0.2% | -3.1% |
| 30D | +0.6% | -1.1% | +1.6% | +0.6% |
| 3M | +2.5% | +41.0% | -38.5% | -0.2% |
| 6M | +10.8% | +105.7% | -94.9% | +4.1% |
| YTD | +30.5% | +155.3% | -124.8% | +19.7% |
| 1Y | +68.1% | +402.7% | -334.6% | +45.0% |
| 3Y | +94.0% | +533.1% | -439.1% | +59.4% |
| 5Y | +92.0% | +583.5% | -491.5% | +49.1% |
| All | +92.0% | +560.0% | -468.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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