+358.5%
RIO vs STT
+198.3%
+160.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.3% |
| 7D | +3.6% | +1.1% | +2.5% | +3.1% |
| 30D | -10.8% | -1.9% | -8.9% | -10.1% |
| 3M | -15.2% | -7.6% | -7.6% | -12.5% |
| 6M | -18.0% | +16.0% | -34.0% | -23.3% |
| YTD | +11.0% | +36.2% | -25.2% | -3.2% |
| 1Y | +26.4% | +46.8% | -20.4% | +6.8% |
| 3Y | +54.4% | +177.8% | -123.4% | -2.6% |
| 5Y | +98.1% | +105.8% | -7.8% | +36.4% |
| 10Y | +358.5% | +197.6% | +161.0% | +148.3% |
| All | +358.5% | +198.3% | +160.2% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling