+422.5%
STM vs RIO
+392.9%
+29.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +4.6% |
| 7D | -5.6% | +4.4% | -10.0% | -8.3% |
| 30D | -14.4% | -8.9% | -5.6% | -8.9% |
| 3M | -20.5% | -12.7% | -7.8% | -13.1% |
| 6M | -24.5% | -16.2% | -8.3% | -14.5% |
| YTD | +72.7% | +13.4% | +59.3% | +60.3% |
| 1Y | +91.0% | +30.9% | +60.1% | +61.7% |
| 3Y | +13.5% | +60.2% | -46.7% | -15.6% |
| 5Y | -9.2% | +98.9% | -108.1% | -43.8% |
| 10Y | +422.5% | +381.4% | +41.1% | +101.5% |
| All | +422.5% | +392.9% | +29.6% | +101.5% |
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