+473.2%
VLO vs RIO
+90.3%
+383.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +9.6% | -0.9% | +10.6% | +10.0% |
| 30D | -17.4% | -9.1% | -8.3% | -14.7% |
| 3M | +10.8% | -13.7% | +24.4% | +16.1% |
| 6M | +56.9% | -24.3% | +81.3% | +71.9% |
| YTD | +136.8% | +8.9% | +127.9% | +117.7% |
| 1Y | +120.7% | +22.7% | +98.0% | +91.6% |
| 3Y | +231.9% | +51.2% | +180.7% | +156.6% |
| All | +473.2% | +90.3% | +383.0% | +259.7% |
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