+603.1%
RIO vs STLD
+1,072.4%
-469.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | +1.9% | +2.7% | -0.7% | +0.8% |
| 30D | +5.0% | -8.4% | +13.4% | +8.2% |
| 3M | +5.1% | -9.9% | +15.0% | +8.6% |
| 6M | +17.6% | +33.0% | -15.4% | +3.7% |
| YTD | +36.3% | +42.6% | -6.3% | +16.6% |
| 1Y | +71.2% | +80.8% | -9.6% | +32.6% |
| 3Y | +102.7% | +143.4% | -40.7% | +32.6% |
| 5Y | +99.6% | +293.4% | -193.8% | +0.1% |
| 10Y | +603.1% | +1,080.4% | -477.3% | +83.1% |
| All | +603.1% | +1,072.4% | -469.3% | +83.1% |
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