+644.6%
STM vs RIO
+604.6%
+39.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | +1.2% |
| 7D | -1.1% | -3.4% | +2.3% | +1.1% |
| 30D | -7.8% | +0.6% | -8.4% | -8.4% |
| 3M | -28.2% | +2.5% | -30.7% | -29.3% |
| 6M | +52.0% | +10.8% | +41.2% | +43.1% |
| YTD | +96.4% | +30.5% | +65.9% | +66.2% |
| 1Y | +98.8% | +68.1% | +30.7% | +43.0% |
| 3Y | +18.3% | +94.0% | -75.8% | -22.3% |
| 5Y | +17.7% | +92.0% | -74.3% | -25.4% |
| All | +644.6% | +604.6% | +39.9% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling