+633.5%
RIOT vs STLD
+1,128.7%
-495.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +4.4% |
| 7D | +49.2% | -9.7% | +58.8% | +57.8% |
| 30D | +4.6% | -4.5% | +9.1% | +7.2% |
| 3M | -13.9% | -13.1% | -0.9% | -8.1% |
| 6M | -26.7% | -2.8% | -23.9% | -27.2% |
| YTD | +39.4% | +35.3% | +4.0% | +13.1% |
| 1Y | +3.8% | +51.4% | -47.6% | -21.2% |
| 3Y | +73.0% | +117.9% | -45.0% | +7.2% |
| 5Y | -55.7% | +272.6% | -328.3% | -79.9% |
| 10Y | +685.8% | +782.2% | -96.3% | +111.0% |
| All | +633.5% | +1,128.7% | -495.3% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling