+520.5%
RIO vs STLA
+263.8%
+256.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.7% |
| 30D | +4.0% | -1.2% | +5.2% | +4.1% |
| 3M | +0.1% | -24.8% | +24.9% | +7.3% |
| 6M | +12.7% | -25.6% | +38.3% | +20.7% |
| YTD | +35.6% | -48.9% | +84.5% | +57.6% |
| 1Y | +73.7% | -38.8% | +112.5% | +90.5% |
| 3Y | +93.3% | -64.5% | +157.8% | +136.6% |
| 5Y | +92.4% | -62.4% | +154.9% | +126.2% |
| 10Y | +606.9% | +55.4% | +551.6% | +480.2% |
| All | +520.5% | +263.8% | +256.7% | +396.3% |
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