+7,178.3%
STRL vs RIO
+600.2%
+6,578.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.9% |
| 7D | +10.1% | +1.9% | +8.2% | +9.0% |
| 30D | -8.2% | +5.0% | -13.2% | -10.8% |
| 3M | -43.7% | +5.1% | -48.8% | -45.3% |
| 6M | +27.1% | +17.6% | +9.5% | +17.6% |
| YTD | +64.0% | +36.3% | +27.7% | +40.6% |
| 1Y | +75.2% | +71.2% | +4.0% | +33.8% |
| 3Y | +539.9% | +102.7% | +437.2% | +340.9% |
| 5Y | +2,133.0% | +99.6% | +2,033.4% | +1,377.5% |
| 10Y | +7,178.3% | +603.1% | +6,575.2% | +2,408.6% |
| All | +7,178.3% | +600.2% | +6,578.0% | +2,408.6% |
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