+410.6%
RIO vs STLA
+168.9%
+241.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.4% |
| 7D | +0.5% | -11.6% | +12.1% | +3.6% |
| 30D | -9.9% | -6.2% | -3.7% | -8.8% |
| 3M | -14.0% | -24.6% | +10.6% | -8.4% |
| 6M | -19.5% | -44.9% | +25.4% | -7.3% |
| YTD | +11.5% | -62.3% | +73.8% | +39.1% |
| 1Y | +26.9% | -61.8% | +88.7% | +57.3% |
| 3Y | +55.1% | -75.3% | +130.5% | +107.3% |
| 5Y | +90.7% | -72.5% | +163.2% | +141.3% |
| 10Y | +363.3% | +0.8% | +362.6% | +319.2% |
| All | +410.6% | +168.9% | +241.7% | +338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling