+5,861.0%
RIO vs STZ
+9,621.1%
-3,760.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | 0.0% | -1.9% | +1.9% | +0.4% |
| 30D | +4.0% | -1.9% | +5.9% | +4.3% |
| 3M | +0.1% | -6.2% | +6.4% | +1.3% |
| 6M | +12.7% | -14.0% | +26.7% | +16.1% |
| YTD | +35.6% | -5.1% | +40.7% | +35.9% |
| 1Y | +73.7% | -9.6% | +83.3% | +75.7% |
| 3Y | +93.3% | -47.2% | +140.5% | +120.4% |
| 5Y | +92.4% | -33.6% | +126.0% | +105.6% |
| 10Y | +606.9% | -9.8% | +616.7% | +583.0% |
| All | +5,861.0% | +9,621.1% | -3,760.1% | +2,732.9% |
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