+60.2%
RIO vs STT
+178.8%
-118.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +1.9% |
| 7D | +4.4% | +0.9% | +3.5% | +4.0% |
| 30D | -8.9% | -2.3% | -6.5% | -8.1% |
| 3M | -12.7% | -7.0% | -5.7% | -10.4% |
| 6M | -16.2% | +15.5% | -31.7% | -21.0% |
| YTD | +13.4% | +35.6% | -22.2% | +0.7% |
| 1Y | +30.9% | +47.9% | -17.0% | +12.9% |
| 3Y | +60.2% | +181.1% | -120.9% | +8.4% |
| All | +60.2% | +178.8% | -118.6% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling