+30.8%
RIO vs STT
+53.6%
-22.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | -1.7% | -9.9% | -10.9% |
| 3M | -12.7% | -6.4% | -6.3% | -10.2% |
| 6M | -12.4% | +17.7% | -30.1% | -20.3% |
| YTD | +11.0% | +36.9% | -25.9% | -7.2% |
| 1Y | +30.8% | +52.0% | -21.2% | +5.0% |
| All | +30.8% | +53.6% | -22.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling