+3,239.6%
VIAV vs RIO
+5,250.7%
-2,011.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +13.6% | +1.0% | +12.6% | +13.1% |
| 30D | +5.3% | +4.0% | +1.3% | +3.4% |
| 3M | -15.6% | +4.5% | -20.1% | -17.3% |
| 6M | +34.0% | +17.3% | +16.7% | +25.5% |
| YTD | +119.9% | +36.2% | +83.7% | +93.1% |
| 1Y | +235.2% | +76.1% | +159.0% | +163.9% |
| 3Y | +299.8% | +102.5% | +197.3% | +192.1% |
| 5Y | +140.1% | +103.5% | +36.5% | +65.6% |
| 10Y | +420.3% | +619.2% | -198.9% | +95.1% |
| All | +3,239.6% | +5,250.7% | -2,011.1% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling