+22.5%
STM vs RIO
+97.3%
-74.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.9% |
| 7D | +5.2% | +1.9% | +3.3% | +3.9% |
| 30D | -7.4% | +5.0% | -12.3% | -10.5% |
| 3M | -30.6% | +5.1% | -35.8% | -32.8% |
| 6M | +66.4% | +17.6% | +48.8% | +51.3% |
| YTD | +101.1% | +36.3% | +64.8% | +67.2% |
| 1Y | +97.4% | +71.2% | +26.2% | +43.0% |
| 3Y | +21.1% | +102.7% | -81.6% | -19.9% |
| 5Y | +22.5% | +99.6% | -77.1% | -17.3% |
| All | +22.5% | +97.3% | -74.8% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling