+19,359.6%
STRL vs RIO
+5,992.4%
+13,367.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.3% | +5.6% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -9.2% | +4.0% | -13.2% | -10.2% |
| 3M | -51.0% | +0.1% | -51.2% | -51.0% |
| 6M | +15.8% | +12.7% | +3.1% | +13.1% |
| YTD | +58.9% | +35.6% | +23.3% | +48.4% |
| 1Y | +68.5% | +73.7% | -5.2% | +48.4% |
| 3Y | +485.2% | +93.3% | +391.9% | +400.6% |
| 5Y | +2,005.1% | +92.4% | +1,912.7% | +1,677.4% |
| 10Y | +7,118.0% | +606.9% | +6,511.0% | +4,577.8% |
| All | +19,359.6% | +5,992.4% | +13,367.2% | +20,714.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling