+584.5%
RIO vs VMC
+156.6%
+427.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -3.2% | -3.8% | +0.6% | -2.0% |
| 30D | +0.9% | -9.7% | +10.6% | +4.2% |
| 3M | -1.4% | -9.6% | +8.2% | +1.4% |
| 6M | +10.9% | -4.8% | +15.8% | +12.1% |
| YTD | +31.2% | -10.9% | +42.1% | +34.7% |
| 1Y | +67.9% | -15.6% | +83.5% | +75.1% |
| 3Y | +88.8% | +19.3% | +69.5% | +71.8% |
| 5Y | +93.1% | +48.0% | +45.1% | +59.4% |
| All | +584.5% | +156.6% | +427.9% | +363.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling