+3,988.2%
STRL vs RIO
+392.9%
+3,595.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.2% | +11.8% | +13.2% |
| 7D | -13.3% | +4.4% | -17.8% | -15.7% |
| 30D | -43.3% | -8.9% | -34.5% | -40.4% |
| 3M | -46.9% | -12.7% | -34.2% | -42.9% |
| 6M | -65.6% | -16.2% | -49.4% | -62.2% |
| YTD | -5.1% | +13.4% | -18.5% | -9.9% |
| 1Y | -23.1% | +30.9% | -54.0% | -32.2% |
| 3Y | +346.8% | +60.2% | +286.7% | +248.7% |
| 5Y | +907.2% | +98.9% | +808.3% | +566.5% |
| 10Y | +3,988.2% | +381.4% | +3,606.7% | +1,630.9% |
| All | +3,988.2% | +392.9% | +3,595.3% | +1,630.9% |
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