+381.4%
RIO vs STLD
+779.4%
-397.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.4% |
| 7D | +4.4% | -9.7% | +14.1% | +8.5% |
| 30D | -8.9% | -4.5% | -4.3% | -7.4% |
| 3M | -12.7% | -13.1% | +0.4% | -8.5% |
| 6M | -16.2% | -2.8% | -13.5% | -16.4% |
| YTD | +13.4% | +35.3% | -21.9% | -1.2% |
| 1Y | +30.9% | +51.4% | -20.5% | +9.1% |
| 3Y | +60.2% | +117.9% | -57.8% | +10.0% |
| 5Y | +98.9% | +272.6% | -173.7% | +2.7% |
| 10Y | +381.4% | +782.2% | -400.7% | +46.8% |
| All | +381.4% | +779.4% | -397.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling