-100.0%
VIVK vs RIO
+618.4%
-718.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.3% | -6.3% |
| 7D | -7.9% | +1.0% | -8.9% | -7.9% |
| 30D | -42.0% | +4.0% | -46.0% | -42.1% |
| 3M | -92.5% | +4.5% | -97.0% | -92.5% |
| 6M | -98.0% | +17.3% | -115.3% | -98.0% |
| YTD | -97.9% | +36.2% | -134.1% | -97.9% |
| 1Y | -100.0% | +76.1% | -176.1% | -100.0% |
| 3Y | -100.0% | +102.5% | -202.5% | -100.0% |
| 5Y | -100.0% | +103.5% | -203.5% | -100.0% |
| 10Y | -100.0% | +619.2% | -719.2% | -100.0% |
| All | -100.0% | +618.4% | -718.4% | -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 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