+94.7%
RIO vs STLD
+135.5%
-40.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | 0.0% | +3.1% | -3.2% | -1.0% |
| 30D | +4.0% | -9.0% | +13.0% | +6.6% |
| 3M | +0.1% | -12.4% | +12.5% | +3.6% |
| 6M | +12.7% | +25.5% | -12.8% | +4.6% |
| YTD | +35.6% | +43.6% | -8.1% | +21.4% |
| 1Y | +73.7% | +87.2% | -13.5% | +45.4% |
| All | +94.7% | +135.5% | -40.8% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling