-100.0%
VIVK vs RIO
+29.3%
-129.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.6% | -31.1% | -27.8% |
| 7D | -68.7% | -1.6% | -67.1% | -68.5% |
| 30D | -90.0% | -11.6% | -78.4% | -89.8% |
| 3M | -98.1% | -12.7% | -85.3% | -98.0% |
| 6M | -99.9% | -12.4% | -87.5% | -99.9% |
| YTD | -99.9% | +11.0% | -110.9% | -99.9% |
| 1Y | -100.0% | +30.8% | -130.8% | -100.0% |
| All | -100.0% | +29.3% | -129.3% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling