+4,867.9%
RIO vs VMC
+3,489.9%
+1,378.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.9% | -1.3% | +0.3% | -0.4% |
| 30D | -9.1% | +15.5% | -24.6% | -14.5% |
| 3M | -13.7% | +0.6% | -14.3% | -14.3% |
| 6M | -24.3% | +2.1% | -26.4% | -25.7% |
| YTD | +8.9% | -1.6% | +10.5% | +7.7% |
| 1Y | +22.7% | -1.2% | +23.8% | +21.0% |
| 3Y | +51.2% | +35.3% | +15.8% | +28.0% |
| 5Y | +88.1% | +43.6% | +44.5% | +51.8% |
| 10Y | +352.3% | +126.7% | +225.6% | +177.1% |
| All | +4,867.9% | +3,489.9% | +1,378.0% | +1,291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling