+99.6%
RIO vs STZ
-36.5%
+136.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.2% | +1.6% |
| 7D | +1.9% | -7.4% | +9.3% | +3.4% |
| 30D | +5.0% | -10.9% | +15.8% | +7.2% |
| 3M | +5.1% | -13.4% | +18.6% | +7.8% |
| 6M | +17.6% | -16.2% | +33.8% | +21.1% |
| YTD | +36.3% | -10.4% | +46.7% | +37.5% |
| 1Y | +71.2% | -14.8% | +86.0% | +74.5% |
| 3Y | +102.7% | -50.1% | +152.9% | +133.5% |
| 5Y | +99.6% | -38.8% | +138.4% | +105.6% |
| All | +99.6% | -36.5% | +136.1% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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