+619.6%
RIOT vs STLA
-4.1%
+623.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +4.8% | -13.8% | +18.6% | +13.7% |
| 30D | +16.0% | -10.5% | +26.6% | +22.1% |
| 3M | -8.8% | -28.9% | +20.1% | +7.9% |
| 6M | -29.7% | -49.7% | +20.0% | +0.4% |
| YTD | +38.3% | -64.9% | +103.2% | +131.0% |
| 1Y | +26.2% | -64.0% | +90.3% | +105.5% |
| 3Y | +79.0% | -77.4% | +156.4% | +278.6% |
| 5Y | -60.4% | -74.4% | +14.1% | -22.6% |
| All | +619.6% | -4.1% | +623.7% | +988.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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