+614.6%
VLO vs RIO
+101.7%
+512.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +6.2% | +1.0% | +5.3% | +5.9% |
| 30D | +23.5% | +4.0% | +19.5% | +21.5% |
| 3M | +53.9% | +4.5% | +49.3% | +50.5% |
| 6M | +81.7% | +17.3% | +64.3% | +66.7% |
| YTD | +142.5% | +36.2% | +106.3% | +106.7% |
| 1Y | +145.4% | +76.1% | +69.3% | +85.1% |
| 3Y | +197.3% | +102.5% | +94.8% | +106.0% |
| 5Y | +614.6% | +103.5% | +511.1% | +386.7% |
| All | +614.6% | +101.7% | +512.9% | +386.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling