+73.7%
RIO vs VMC
-8.5%
+82.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | 0.0% | -4.3% | +4.3% | +0.8% |
| 30D | +4.0% | -8.2% | +12.2% | +5.7% |
| 3M | +0.1% | -7.0% | +7.2% | +1.4% |
| 6M | +12.7% | -10.8% | +23.5% | +13.6% |
| YTD | +35.6% | -7.4% | +43.0% | +35.7% |
| 1Y | +73.7% | -9.5% | +83.2% | +74.4% |
| All | +73.7% | -8.5% | +82.2% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling