+98.9%
RIO vs STT
+108.8%
-9.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +2.0% |
| 7D | +4.4% | +0.9% | +3.5% | +4.1% |
| 30D | -8.9% | -2.3% | -6.5% | -8.1% |
| 3M | -12.7% | -7.0% | -5.7% | -10.5% |
| 6M | -16.2% | +15.5% | -31.7% | -20.7% |
| YTD | +13.4% | +35.6% | -22.2% | +1.2% |
| 1Y | +30.9% | +47.9% | -17.0% | +13.3% |
| 3Y | +60.2% | +181.1% | -120.9% | +8.8% |
| 5Y | +98.9% | +108.2% | -9.3% | +39.3% |
| All | +98.9% | +108.8% | -9.9% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling