+51.2%
RIO vs VMC
+35.0%
+16.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.9% | -1.3% | +0.3% | -0.6% |
| 30D | -9.1% | +15.5% | -24.6% | -11.9% |
| 3M | -13.7% | +0.6% | -14.3% | -13.8% |
| 6M | -24.3% | +2.1% | -26.4% | -25.0% |
| YTD | +8.9% | -1.6% | +10.5% | +8.1% |
| 1Y | +22.7% | -1.2% | +23.8% | +21.6% |
| 3Y | +51.2% | +35.3% | +15.8% | +33.1% |
| All | +51.2% | +35.0% | +16.2% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling