+358.5%
RIO vs STLA
+12.4%
+346.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.0% |
| 7D | +3.6% | -4.9% | +8.5% | +5.2% |
| 30D | -10.8% | -4.9% | -5.9% | -9.8% |
| 3M | -15.2% | -23.7% | +8.4% | -8.8% |
| 6M | -18.0% | -45.0% | +26.9% | -2.7% |
| YTD | +11.0% | -60.9% | +71.9% | +43.6% |
| 1Y | +26.4% | -58.9% | +85.2% | +60.1% |
| 3Y | +54.4% | -74.4% | +128.8% | +118.1% |
| 5Y | +98.1% | -71.5% | +169.6% | +159.2% |
| 10Y | +358.5% | +5.3% | +353.3% | +326.7% |
| All | +358.5% | +12.4% | +346.2% | +326.7% |
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