+4,886.6%
RIO vs STZ
+11,023.3%
-6,136.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.6% |
| 7D | +4.4% | +3.4% | +1.0% | +3.6% |
| 30D | -8.9% | +19.6% | -28.4% | -12.9% |
| 3M | -12.7% | +8.0% | -20.7% | -14.7% |
| 6M | -16.2% | -0.3% | -16.0% | -16.9% |
| YTD | +13.4% | +8.6% | +4.8% | +9.6% |
| 1Y | +30.9% | +17.3% | +13.6% | +24.0% |
| 3Y | +60.2% | -34.7% | +94.9% | +72.8% |
| 5Y | +98.9% | -27.6% | +126.5% | +107.5% |
| 10Y | +381.4% | +11.8% | +369.7% | +341.4% |
| All | +4,886.6% | +11,023.3% | -6,136.7% | +2,185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling