+805.4%
RIOT vs STLA
+28.7%
+776.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.4% |
| 7D | +14.8% | +2.6% | +12.2% | +13.5% |
| 30D | +1.4% | -1.2% | +2.6% | +1.4% |
| 3M | -20.6% | -24.8% | +4.1% | -8.9% |
| 6M | +31.9% | -25.6% | +57.5% | +52.5% |
| YTD | +72.1% | -48.9% | +121.0% | +132.2% |
| 1Y | +65.7% | -38.8% | +104.4% | +94.1% |
| 3Y | +97.5% | -64.5% | +162.0% | +216.1% |
| 5Y | -36.7% | -62.4% | +25.8% | -1.0% |
| 10Y | +550.1% | +55.4% | +494.8% | +597.3% |
| All | +805.4% | +28.7% | +776.7% | +803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling