+685.8%
RIOT vs STLD
+804.7%
-118.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +0.1% |
| 7D | +29.0% | -4.7% | +33.6% | +32.4% |
| 30D | +7.1% | -0.9% | +8.0% | +7.4% |
| 3M | -6.8% | -11.9% | +5.1% | -1.1% |
| 6M | -24.9% | +0.9% | -25.8% | -27.1% |
| YTD | +42.7% | +40.4% | +2.3% | +13.0% |
| 1Y | +4.4% | +56.6% | -52.2% | -22.6% |
| 3Y | +74.5% | +125.5% | -51.0% | +5.5% |
| 5Y | -50.5% | +292.8% | -343.3% | -78.4% |
| 10Y | +685.8% | +787.1% | -101.3% | +114.6% |
| All | +685.8% | +804.7% | -118.9% | +114.6% |
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