+75.2%
STRL vs RIO
+70.7%
+4.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.7% |
| 7D | +10.1% | +1.9% | +8.2% | +8.2% |
| 30D | -8.2% | +5.0% | -13.2% | -12.7% |
| 3M | -43.7% | +5.1% | -48.8% | -46.7% |
| 6M | +27.1% | +17.6% | +9.5% | +10.1% |
| YTD | +64.0% | +36.3% | +27.7% | +31.8% |
| 1Y | +75.2% | +71.2% | +4.0% | +26.8% |
| All | +75.2% | +70.7% | +4.5% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling