+911.8%
VLO vs RIO
+604.6%
+307.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +1.2% |
| 7D | +4.0% | -3.4% | +7.3% | +5.8% |
| 30D | +19.0% | +0.6% | +18.4% | +18.2% |
| 3M | +50.0% | +2.5% | +47.4% | +46.6% |
| 6M | +79.1% | +10.8% | +68.3% | +64.6% |
| YTD | +140.3% | +30.5% | +109.8% | +100.1% |
| 1Y | +148.3% | +68.1% | +80.2% | +78.5% |
| 3Y | +194.6% | +94.0% | +100.6% | +90.2% |
| 5Y | +609.6% | +92.0% | +517.6% | +342.4% |
| All | +911.8% | +604.6% | +307.2% | +251.3% |
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