+15.3%
RIOT vs STLD
+55.9%
-40.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.0% |
| 7D | +20.8% | +6.9% | +13.9% | +16.7% |
| 30D | +7.0% | -1.5% | +8.4% | +7.3% |
| 3M | -12.3% | -9.7% | -2.6% | -7.0% |
| 6M | -27.3% | +2.3% | -29.6% | -31.7% |
| YTD | +40.7% | +41.0% | -0.3% | +0.8% |
| 1Y | +15.3% | +51.8% | -36.5% | -26.1% |
| All | +15.3% | +55.9% | -40.6% | -26.1% |
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