+1,112.6%
VZ vs RIO
+6,008.3%
-4,895.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +7.9% | +4.0% | +3.9% | +7.3% |
| 3M | +13.6% | +0.1% | +13.5% | +13.4% |
| 6M | +1.1% | +12.7% | -11.6% | -1.0% |
| YTD | +29.3% | +35.6% | -6.3% | +23.0% |
| 1Y | +21.2% | +73.7% | -52.5% | +11.1% |
| 3Y | +75.9% | +93.3% | -17.4% | +57.7% |
| 5Y | +24.1% | +92.4% | -68.3% | +9.7% |
| 10Y | +62.4% | +606.9% | -544.6% | +15.4% |
| All | +1,112.6% | +6,008.3% | -4,895.6% | +544.1% |
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