-29.3%
RIOT vs STLA
-63.7%
+34.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.0% |
| 7D | -0.9% | -3.8% | +2.9% | +1.3% |
| 30D | +3.5% | -3.1% | +6.6% | +4.7% |
| 3M | -13.0% | -19.6% | +6.6% | -3.1% |
| 6M | +43.1% | -23.5% | +66.6% | +64.6% |
| YTD | +65.4% | -51.5% | +116.9% | +139.2% |
| 1Y | +27.7% | -39.7% | +67.4% | +49.2% |
| 3Y | +91.3% | -66.3% | +157.6% | +241.1% |
| 5Y | -29.3% | -63.1% | +33.9% | +1.8% |
| All | -29.3% | -63.7% | +34.4% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling