-100.0%
VIVK vs RIO
+91.0%
-191.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.6% |
| 7D | -4.4% | -3.2% | -1.2% | -3.5% |
| 30D | -40.8% | +0.9% | -41.7% | -41.1% |
| 3M | -94.1% | -1.4% | -92.7% | -94.2% |
| 6M | -98.2% | +10.9% | -109.1% | -98.3% |
| YTD | -98.0% | +31.2% | -129.2% | -98.2% |
| 1Y | -100.0% | +67.9% | -167.9% | -100.0% |
| 3Y | -100.0% | +88.8% | -188.8% | -100.0% |
| All | -100.0% | +91.0% | -191.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling