-100.0%
VIVK vs RIO
+87.1%
-187.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.2% |
| 7D | -9.5% | -3.4% | -6.1% | -9.6% |
| 30D | -35.1% | +0.6% | -35.7% | -35.1% |
| 3M | -93.4% | +2.5% | -95.9% | -93.3% |
| 6M | -98.0% | +10.8% | -108.8% | -97.9% |
| YTD | -97.9% | +30.5% | -128.3% | -97.8% |
| 1Y | -100.0% | +68.1% | -168.1% | -100.0% |
| All | -100.0% | +87.1% | -187.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling