+106.6%
RIOT vs VLO
+192.7%
-86.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.8% |
| 7D | -0.9% | +4.0% | -4.9% | -2.1% |
| 30D | +3.5% | +19.0% | -15.5% | -2.6% |
| 3M | -13.0% | +50.0% | -63.0% | -25.2% |
| 6M | +43.1% | +79.1% | -36.0% | +8.7% |
| YTD | +65.4% | +140.3% | -74.9% | +5.4% |
| 1Y | +27.7% | +148.3% | -120.6% | -20.1% |
| All | +106.6% | +192.7% | -86.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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