+619.8%
RIO vs STT
+262.0%
+357.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.1% |
| 7D | +1.9% | +2.2% | -0.2% | +1.0% |
| 30D | +5.0% | +3.9% | +1.1% | +3.1% |
| 3M | +5.1% | +19.2% | -14.0% | -2.7% |
| 6M | +17.6% | +60.4% | -42.8% | -4.2% |
| YTD | +36.3% | +51.5% | -15.2% | +13.6% |
| 1Y | +71.2% | +76.3% | -5.1% | +33.5% |
| 3Y | +102.7% | +200.7% | -98.0% | +23.0% |
| 5Y | +99.6% | +157.5% | -57.9% | +23.6% |
| All | +619.8% | +262.0% | +357.8% | +220.1% |
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