+619.6%
RIOT vs STLD
+761.4%
-141.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | +0.2% |
| 7D | +4.8% | +2.9% | +1.9% | +3.1% |
| 30D | +16.0% | -5.6% | +21.6% | +19.8% |
| 3M | -8.8% | -11.7% | +2.9% | -3.4% |
| 6M | -29.7% | -2.8% | -26.9% | -30.2% |
| YTD | +38.3% | +36.4% | +1.8% | +11.4% |
| 1Y | +26.2% | +50.0% | -23.8% | -3.9% |
| 3Y | +79.0% | +122.3% | -43.4% | +9.1% |
| 5Y | -60.4% | +273.2% | -333.6% | -82.2% |
| All | +619.6% | +761.4% | -141.8% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling