+6,113.0%
RIO vs VICR
+5,330.8%
+782.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.7% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | +4.0% | -11.9% | +16.0% | +5.7% |
| 3M | +4.5% | -35.1% | +39.7% | +10.0% |
| 6M | +17.3% | +8.1% | +9.2% | +11.4% |
| YTD | +36.2% | +67.8% | -31.6% | +19.2% |
| 1Y | +76.1% | +267.3% | -191.2% | +33.9% |
| 3Y | +102.5% | +191.2% | -88.7% | +49.3% |
| 5Y | +103.5% | +48.1% | +55.5% | +53.8% |
| 10Y | +619.2% | +1,546.1% | -926.9% | +226.2% |
| All | +6,113.0% | +5,330.8% | +782.2% | +2,042.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling