+487.4%
STX vs RIO
+98.5%
+388.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.2% | +6.6% | +8.1% |
| 7D | -14.8% | +4.4% | -19.2% | -16.7% |
| 30D | -35.4% | -8.9% | -26.5% | -32.0% |
| 3M | -37.7% | -12.7% | -25.0% | -33.3% |
| 6M | -35.2% | -16.2% | -19.0% | -29.1% |
| YTD | +84.4% | +13.4% | +71.0% | +74.6% |
| 1Y | +82.3% | +30.9% | +51.3% | +61.3% |
| 3Y | +646.2% | +60.2% | +586.0% | +491.9% |
| 5Y | +487.4% | +98.9% | +388.5% | +299.5% |
| All | +487.4% | +98.5% | +388.9% | +299.5% |
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