+94.9%
VICI vs RIO
+275.1%
-180.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.3% | -3.2% | +0.9% | -1.2% |
| 30D | -4.8% | +0.9% | -5.7% | -5.2% |
| 3M | -10.1% | -1.4% | -8.7% | -10.1% |
| 6M | -9.7% | +10.9% | -20.7% | -14.1% |
| YTD | -8.8% | +31.2% | -40.0% | -18.9% |
| 1Y | -20.2% | +67.9% | -88.2% | -35.7% |
| 3Y | -5.8% | +88.8% | -94.6% | -28.9% |
| 5Y | +9.5% | +93.1% | -83.6% | -21.4% |
| All | +94.9% | +275.1% | -180.2% | -5.9% |
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