+588.1%
RIO vs VYM
+487.3%
+100.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | +1.0% | -1.0% | +1.9% | +2.3% |
| 30D | +4.0% | -2.0% | +6.1% | +7.0% |
| 3M | +4.5% | +3.1% | +1.5% | +0.2% |
| 6M | +17.3% | +8.9% | +8.5% | +4.5% |
| YTD | +36.2% | +14.7% | +21.4% | +12.9% |
| 1Y | +76.1% | +19.4% | +56.7% | +37.9% |
| 3Y | +102.5% | +65.4% | +37.1% | -1.8% |
| 5Y | +103.5% | +77.6% | +26.0% | -12.2% |
| 10Y | +619.2% | +207.8% | +411.4% | +26.5% |
| All | +588.1% | +487.3% | +100.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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