+33,897.2%
VLO vs RIO
+6,008.3%
+27,888.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +22.6% | +4.0% | +18.6% | +20.4% |
| 3M | +43.8% | +0.1% | +43.6% | +42.6% |
| 6M | +65.7% | +12.7% | +53.0% | +54.9% |
| YTD | +131.1% | +35.6% | +95.5% | +100.0% |
| 1Y | +143.6% | +73.7% | +69.9% | +90.3% |
| 3Y | +201.4% | +93.3% | +108.1% | +122.8% |
| 5Y | +568.9% | +92.4% | +476.5% | +386.6% |
| 10Y | +891.8% | +606.9% | +284.9% | +337.6% |
| All | +33,897.2% | +6,008.3% | +27,888.9% | +8,142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling