-20.3%
RIOT vs STLD
+59.7%
-79.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.0% | +12.7% | +11.2% |
| 7D | +6.4% | -3.9% | +10.3% | +8.2% |
| 30D | -20.4% | -0.4% | -20.1% | -20.6% |
| 3M | -28.7% | -9.2% | -19.5% | -24.8% |
| 6M | -17.7% | +5.0% | -22.7% | -23.7% |
| YTD | +21.3% | +42.8% | -21.5% | -12.2% |
| 1Y | -20.3% | +60.1% | -80.3% | -52.3% |
| All | -20.3% | +59.7% | -79.9% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling