+92.0%
RIO vs VICR
+42.6%
+49.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -3.9% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +0.6% | -15.6% | +16.1% | +2.0% |
| 3M | +2.5% | -35.4% | +37.9% | +6.0% |
| 6M | +10.8% | +1.3% | +9.5% | +8.3% |
| YTD | +30.5% | +62.5% | -32.0% | +21.5% |
| 1Y | +68.1% | +255.5% | -187.3% | +44.7% |
| 3Y | +94.0% | +182.0% | -88.0% | +64.1% |
| 5Y | +92.0% | +42.9% | +49.1% | +60.7% |
| All | +92.0% | +42.6% | +49.4% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling