+404.6%
VIAV vs RIO
+608.6%
-204.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +11.2% | -3.2% | +14.4% | +12.7% |
| 30D | -10.1% | +0.9% | -11.0% | -10.5% |
| 3M | -22.9% | -1.4% | -21.4% | -22.5% |
| 6M | +28.8% | +10.9% | +17.8% | +24.1% |
| YTD | +117.5% | +31.2% | +86.2% | +97.1% |
| 1Y | +216.1% | +67.9% | +148.2% | +162.0% |
| 3Y | +292.2% | +88.8% | +203.4% | +207.9% |
| 5Y | +141.0% | +93.1% | +47.9% | +80.6% |
| All | +404.6% | +608.6% | -204.1% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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