+148.3%
VLO vs RIO
+67.4%
+81.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -1.0% |
| 7D | +4.0% | -3.4% | +7.3% | +3.9% |
| 30D | +19.0% | +0.6% | +18.4% | +19.0% |
| 3M | +50.0% | +2.5% | +47.4% | +50.3% |
| 6M | +79.1% | +10.8% | +68.3% | +76.5% |
| YTD | +140.3% | +30.5% | +109.8% | +120.3% |
| 1Y | +148.3% | +68.1% | +80.2% | +108.0% |
| All | +148.3% | +67.4% | +81.0% | +108.0% |
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 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