+101.5%
RIO vs STLA
-64.4%
+165.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.6% |
| 30D | +4.0% | -1.2% | +5.2% | +4.1% |
| 3M | +0.1% | -24.8% | +24.9% | +5.9% |
| 6M | +12.7% | -25.6% | +38.3% | +19.0% |
| YTD | +35.6% | -48.9% | +84.5% | +52.5% |
| 1Y | +73.7% | -38.8% | +112.5% | +85.5% |
| All | +101.5% | -64.4% | +165.9% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling