+1,972.8%
STX vs RIO
+354.4%
+1,618.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +14.6% | -0.9% | +15.5% | +15.3% |
| 30D | -26.0% | -9.1% | -16.9% | -22.5% |
| 3M | -42.6% | -13.7% | -28.9% | -38.6% |
| 6M | -35.3% | -24.3% | -10.9% | -26.2% |
| YTD | +92.5% | +8.9% | +83.6% | +86.3% |
| 1Y | +102.4% | +22.7% | +79.7% | +85.6% |
| 3Y | +673.8% | +51.2% | +622.7% | +538.5% |
| 5Y | +463.1% | +88.1% | +374.9% | +311.7% |
| All | +1,972.8% | +354.4% | +1,618.4% | +1,024.1% |
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