+115.7%
VLO vs RIO
+23.2%
+92.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +2.9% |
| 7D | +6.8% | +0.1% | +6.6% | +6.8% |
| 30D | -17.9% | -10.5% | -7.3% | -18.2% |
| 3M | +13.5% | -15.9% | +29.5% | +12.7% |
| 6M | +53.0% | -22.3% | +75.3% | +52.4% |
| YTD | +133.7% | +9.3% | +124.4% | +115.0% |
| 1Y | +115.7% | +23.0% | +92.6% | +93.3% |
| All | +115.7% | +23.2% | +92.5% | +93.3% |
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 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