-32.1%
RIOT vs STLD
+292.4%
-324.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.3% |
| 7D | +14.8% | +3.1% | +11.6% | +12.1% |
| 30D | +1.4% | -9.0% | +10.4% | +7.2% |
| 3M | -20.6% | -12.4% | -8.3% | -14.2% |
| 6M | +31.9% | +25.5% | +6.4% | +9.3% |
| YTD | +72.1% | +43.6% | +28.4% | +28.0% |
| 1Y | +65.7% | +87.2% | -21.5% | +1.0% |
| 3Y | +97.5% | +135.2% | -37.8% | +3.4% |
| All | -32.1% | +292.4% | -324.5% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling