+88.9%
RIO vs STLD
+288.2%
-199.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | +0.1% | +6.9% | -6.7% | -2.1% |
| 30D | -10.5% | -1.5% | -9.0% | -10.3% |
| 3M | -15.9% | -9.7% | -6.2% | -13.6% |
| 6M | -22.3% | +2.3% | -24.6% | -23.7% |
| YTD | +9.3% | +41.0% | -31.7% | -3.9% |
| 1Y | +23.0% | +51.8% | -28.8% | +5.5% |
| 3Y | +52.1% | +126.4% | -74.4% | +9.4% |
| 5Y | +88.9% | +285.7% | -196.8% | +8.6% |
| All | +88.9% | +288.2% | -199.4% | +8.6% |
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