+98.9%
RIO vs STLA
-70.4%
+169.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +4.4% | -6.4% | +10.8% | +6.1% |
| 30D | -8.9% | -1.3% | -7.5% | -8.8% |
| 3M | -12.7% | -19.9% | +7.3% | -8.4% |
| 6M | -16.2% | -42.9% | +26.7% | -4.7% |
| YTD | +13.4% | -59.4% | +72.8% | +38.0% |
| 1Y | +30.9% | -56.8% | +87.7% | +56.1% |
| 3Y | +60.2% | -73.1% | +133.2% | +109.4% |
| 5Y | +98.9% | -70.1% | +169.0% | +137.0% |
| All | +98.9% | -70.4% | +169.3% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling