+221.6%
RIO vs RVMD
+636.2%
-414.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.0% | -0.7% | +1.7% | +1.0% |
| 30D | +4.0% | +0.3% | +3.7% | +4.0% |
| 3M | +4.5% | +38.9% | -34.3% | +1.5% |
| 6M | +17.3% | +108.1% | -90.8% | +9.2% |
| YTD | +36.2% | +160.7% | -124.6% | +23.3% |
| 1Y | +76.1% | +407.3% | -331.1% | +49.4% |
| 3Y | +102.5% | +546.6% | -444.0% | +62.9% |
| 5Y | +103.5% | +579.8% | -476.3% | +56.4% |
| All | +221.6% | +636.2% | -414.6% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling