+387.0%
VNQ vs RIO
+1,284.6%
-897.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.9% | +1.0% | -1.8% | -1.2% |
| 30D | -2.2% | +4.0% | -6.3% | -3.6% |
| 3M | -1.9% | +4.5% | -6.5% | -3.8% |
| 6M | +3.2% | +17.3% | -14.1% | -2.8% |
| YTD | +9.4% | +36.2% | -26.8% | -2.3% |
| 1Y | +7.5% | +76.1% | -68.6% | -11.9% |
| 3Y | +31.1% | +102.5% | -71.5% | +1.3% |
| 5Y | +6.6% | +103.5% | -97.0% | -20.2% |
| 10Y | +63.9% | +619.2% | -555.2% | -23.6% |
| All | +387.0% | +1,284.6% | -897.6% | +55.0% |
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