+584.5%
RIO vs VO
+200.3%
+384.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.1% |
| 7D | -3.2% | -1.5% | -1.7% | -1.9% |
| 30D | +0.9% | -3.0% | +4.0% | +3.7% |
| 3M | -1.4% | +2.8% | -4.3% | -3.9% |
| 6M | +10.9% | +10.9% | 0.0% | +1.6% |
| YTD | +31.2% | +12.5% | +18.8% | +18.8% |
| 1Y | +67.9% | +12.0% | +55.9% | +52.5% |
| 3Y | +88.8% | +56.3% | +32.5% | +26.4% |
| 5Y | +93.1% | +42.9% | +50.2% | +37.8% |
| All | +584.5% | +200.3% | +384.3% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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