+21.7%
STM vs RIO
+100.4%
-78.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -1.0% | +4.0% | -5.0% | -4.5% |
| 3M | -33.3% | +0.1% | -33.4% | -33.3% |
| 6M | +57.4% | +12.7% | +44.6% | +43.2% |
| YTD | +102.2% | +35.6% | +66.6% | +58.2% |
| 1Y | +99.6% | +73.7% | +25.9% | +27.3% |
| All | +21.7% | +100.4% | -78.8% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling