+2,282.4%
RIO vs STLD
+8,008.3%
-5,726.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +2.2% | -11.1% | +13.4% | +7.3% |
| 30D | -10.1% | -4.8% | -5.3% | -8.5% |
| 3M | -14.1% | -14.6% | +0.4% | -9.1% |
| 6M | -18.9% | -7.4% | -11.5% | -17.4% |
| YTD | +9.9% | +32.6% | -22.7% | -4.4% |
| 1Y | +27.0% | +47.3% | -20.3% | +5.5% |
| 3Y | +50.1% | +107.5% | -57.5% | +2.6% |
| 5Y | +95.3% | +268.8% | -173.6% | -1.4% |
| 10Y | +425.9% | +883.3% | -457.4% | +56.2% |
| All | +2,282.4% | +8,008.3% | -5,726.0% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling