+340.6%
STRL vs RIO
+51.7%
+288.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | +15.7% | -0.9% | +16.6% | +16.6% |
| 30D | -35.5% | -9.1% | -26.4% | -31.2% |
| 3M | -47.1% | -13.7% | -33.5% | -41.7% |
| 6M | -65.8% | -24.3% | -41.4% | -59.1% |
| YTD | -4.5% | +8.9% | -13.4% | -4.6% |
| 1Y | -10.5% | +22.7% | -33.1% | -15.2% |
| 3Y | +340.6% | +51.2% | +289.4% | +281.3% |
| All | +340.6% | +51.7% | +288.9% | +281.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling