+2,285.7%
STM vs RIO
+3,818.7%
-1,533.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -1.0% | +4.0% | -5.0% | -2.9% |
| 3M | -33.3% | +0.1% | -33.4% | -33.0% |
| 6M | +57.4% | +12.7% | +44.6% | +50.1% |
| YTD | +102.2% | +35.6% | +66.6% | +77.5% |
| 1Y | +99.6% | +73.7% | +25.9% | +57.0% |
| 3Y | +14.5% | +93.3% | -78.8% | -13.7% |
| 5Y | +21.4% | +92.4% | -71.1% | -10.5% |
| 10Y | +695.0% | +606.9% | +88.0% | +239.7% |
| All | +2,285.7% | +3,818.7% | -1,533.0% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling