+58.0%
VZ vs RIO
+52.3%
+5.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +6.9% | -10.5% | +17.4% | +7.2% |
| 3M | +0.6% | -15.9% | +16.5% | +1.0% |
| 6M | +0.3% | -22.3% | +22.6% | +1.3% |
| YTD | +21.9% | +9.3% | +12.6% | +19.4% |
| 1Y | +21.7% | +23.0% | -1.3% | +17.4% |
| All | +58.0% | +52.3% | +5.7% | +44.5% |
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