+95.8%
RIO vs STLD
+292.4%
-196.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | 0.0% | +3.1% | -3.2% | -1.1% |
| 30D | +4.0% | -9.0% | +13.0% | +6.9% |
| 3M | +0.1% | -12.4% | +12.5% | +4.0% |
| 6M | +12.7% | +25.5% | -12.8% | +3.3% |
| YTD | +35.6% | +43.6% | -8.1% | +18.7% |
| 1Y | +73.7% | +87.2% | -13.5% | +38.9% |
| 3Y | +93.3% | +135.2% | -41.9% | +37.0% |
| All | +95.8% | +292.4% | -196.6% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling