+120.6%
VLO vs RIO
+29.3%
+91.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.4% | -5.4% |
| 7D | -6.0% | -1.6% | -4.4% | -5.9% |
| 30D | -12.9% | -11.6% | -1.3% | -13.3% |
| 3M | +18.3% | -12.7% | +31.1% | +17.7% |
| 6M | +46.4% | -12.4% | +58.8% | +45.7% |
| YTD | +127.7% | +11.0% | +116.7% | +110.3% |
| 1Y | +120.6% | +30.8% | +89.8% | +99.2% |
| All | +120.6% | +29.3% | +91.3% | +99.2% |
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