+584.5%
RIO vs VICR
+1,679.8%
-1,095.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | -1.0% |
| 7D | -3.2% | +5.0% | -8.2% | -3.9% |
| 30D | +0.9% | -12.5% | +13.4% | +2.3% |
| 3M | -1.4% | -33.6% | +32.2% | +2.6% |
| 6M | +10.9% | +10.7% | +0.3% | +5.8% |
| YTD | +31.2% | +80.6% | -49.4% | +16.1% |
| 1Y | +67.9% | +288.4% | -220.5% | +32.3% |
| 3Y | +88.8% | +213.8% | -125.0% | +44.8% |
| 5Y | +93.1% | +58.8% | +34.3% | +53.1% |
| All | +584.5% | +1,679.8% | -1,095.3% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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