+580.6%
RIO vs STLA
+51.6%
+529.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -3.4% | -3.8% | +0.5% | -2.2% |
| 30D | +0.6% | -3.1% | +3.7% | +1.3% |
| 3M | +2.5% | -19.6% | +22.2% | +9.2% |
| 6M | +10.8% | -23.5% | +34.3% | +19.3% |
| YTD | +30.5% | -51.5% | +82.0% | +59.1% |
| 1Y | +68.1% | -39.7% | +107.8% | +88.0% |
| 3Y | +94.0% | -66.3% | +160.4% | +152.2% |
| 5Y | +92.0% | -63.1% | +155.2% | +132.7% |
| All | +580.6% | +51.6% | +529.0% | +430.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling