+1,069.0%
STX vs RIO
+96.2%
+972.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +1.4% | +4.0% | -2.6% | -1.0% |
| 3M | -8.2% | +0.1% | -8.3% | -8.4% |
| 6M | +127.0% | +12.7% | +114.3% | +113.4% |
| YTD | +209.1% | +35.6% | +173.6% | +167.7% |
| 1Y | +365.4% | +73.7% | +291.7% | +260.7% |
| 3Y | +1,135.4% | +93.3% | +1,042.1% | +797.1% |
| All | +1,069.0% | +96.2% | +972.8% | +685.1% |
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 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