+100.8%
STM vs RIO
+71.3%
+29.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +1.7% | +1.0% | +0.7% | +0.8% |
| 30D | -5.2% | +4.0% | -9.2% | -8.6% |
| 3M | -29.6% | +4.5% | -34.1% | -32.6% |
| 6M | +54.4% | +17.3% | +37.0% | +37.1% |
| YTD | +99.5% | +36.2% | +63.3% | +60.9% |
| 1Y | +100.8% | +76.1% | +24.6% | +38.1% |
| All | +100.8% | +71.3% | +29.4% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling