-25.5%
RIOT vs VLO
+606.9%
-632.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.4% |
| 7D | +18.4% | +6.2% | +12.2% | +16.2% |
| 30D | +13.8% | +23.5% | -9.7% | +6.0% |
| 3M | -12.7% | +53.9% | -66.6% | -25.1% |
| 6M | +50.1% | +81.7% | -31.5% | +17.5% |
| YTD | +74.2% | +142.5% | -68.3% | +20.1% |
| 1Y | +45.1% | +145.4% | -100.3% | -0.5% |
| 3Y | +101.6% | +197.3% | -95.8% | +26.0% |
| All | -25.5% | +606.9% | -632.4% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling