+778.9%
VLO vs RIO
+356.2%
+422.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +4.1% |
| 7D | +6.8% | +0.1% | +6.6% | +6.6% |
| 30D | -17.9% | -10.5% | -7.3% | -13.4% |
| 3M | +13.5% | -15.9% | +29.5% | +22.9% |
| 6M | +53.0% | -22.3% | +75.3% | +70.5% |
| YTD | +133.7% | +9.3% | +124.4% | +111.6% |
| 1Y | +115.7% | +23.0% | +92.6% | +82.2% |
| 3Y | +231.9% | +52.1% | +179.9% | +142.7% |
| 5Y | +471.6% | +88.9% | +382.7% | +250.2% |
| All | +778.9% | +356.2% | +422.7% | +264.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling