+824.5%
RIOT vs VLO
+796.9%
+27.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +0.8% |
| 7D | +25.1% | +5.8% | +19.4% | +22.5% |
| 30D | +8.5% | +28.3% | -19.9% | -2.1% |
| 3M | -13.4% | +48.7% | -62.1% | -26.8% |
| 6M | +57.1% | +71.9% | -14.8% | +21.5% |
| YTD | +75.7% | +138.7% | -63.0% | +17.8% |
| 1Y | +65.6% | +148.5% | -82.8% | +9.2% |
| 3Y | +103.3% | +192.7% | -89.4% | +22.9% |
| 5Y | -26.7% | +601.6% | -628.4% | -70.8% |
| 10Y | +527.2% | +900.2% | -373.0% | +155.3% |
| All | +824.5% | +796.9% | +27.6% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling