+99.6%
RIO vs STLA
-62.5%
+162.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.3% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +5.0% | -2.4% | +7.3% | +5.4% |
| 3M | +5.1% | -23.9% | +29.0% | +12.1% |
| 6M | +17.6% | -24.6% | +42.2% | +25.3% |
| YTD | +36.3% | -50.5% | +86.8% | +59.0% |
| 1Y | +71.2% | -39.8% | +111.0% | +87.0% |
| 3Y | +102.7% | -65.6% | +168.3% | +149.9% |
| 5Y | +99.6% | -62.1% | +161.7% | +123.4% |
| All | +99.6% | -62.5% | +162.1% | +123.4% |
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