+192.7%
VLO vs RIO
+104.4%
+88.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.1% |
| 7D | +5.8% | +1.9% | +3.8% | +5.3% |
| 30D | +28.3% | +5.0% | +23.4% | +26.7% |
| 3M | +48.7% | +5.1% | +43.6% | +46.6% |
| 6M | +71.9% | +17.6% | +54.3% | +60.8% |
| YTD | +138.7% | +36.3% | +102.4% | +108.6% |
| 1Y | +148.5% | +71.2% | +77.3% | +96.3% |
| 3Y | +192.7% | +102.7% | +90.0% | +114.6% |
| All | +192.7% | +104.4% | +88.2% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling