+619.2%
RIO vs STT
+262.1%
+357.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | +4.0% | +2.8% | +1.2% | +2.7% |
| 3M | +4.5% | +18.1% | -13.6% | -2.9% |
| 6M | +17.3% | +59.2% | -41.9% | -4.1% |
| YTD | +36.2% | +51.5% | -15.3% | +13.5% |
| 1Y | +76.1% | +75.7% | +0.5% | +37.6% |
| 3Y | +102.5% | +200.8% | -98.2% | +22.9% |
| 5Y | +103.5% | +155.8% | -52.3% | +26.4% |
| 10Y | +619.2% | +266.4% | +352.8% | +219.8% |
| All | +619.2% | +262.1% | +357.1% | +219.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling