+51.8%
RIOT vs STLD
+105.6%
-53.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.5% | +12.8% | +12.9% |
| 7D | +30.4% | -11.1% | +41.6% | +41.3% |
| 30D | -9.9% | -4.8% | -5.1% | -7.1% |
| 3M | -21.2% | -14.6% | -6.7% | -13.4% |
| 6M | -29.5% | -7.4% | -22.1% | -28.3% |
| YTD | +31.9% | +32.6% | -0.7% | -1.5% |
| 1Y | -3.6% | +47.3% | -51.0% | -34.2% |
| 3Y | +51.8% | +107.5% | -55.8% | -10.3% |
| All | +51.8% | +105.6% | -53.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling