+776.0%
STRL vs RIO
+92.4%
+683.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.1% |
| 7D | -26.9% | +2.2% | -29.2% | -28.1% |
| 30D | -52.7% | -10.1% | -42.5% | -50.0% |
| 3M | -52.8% | -14.1% | -38.7% | -49.1% |
| 6M | -71.5% | -18.9% | -52.6% | -68.3% |
| YTD | -17.4% | +9.9% | -27.4% | -18.9% |
| 1Y | -35.0% | +27.0% | -61.9% | -39.8% |
| 3Y | +239.2% | +50.1% | +189.1% | +189.5% |
| All | +776.0% | +92.4% | +683.6% | +563.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling