+805.4%
RIOT vs STLD
+1,203.9%
-398.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.1% |
| 7D | +14.8% | +3.1% | +11.6% | +12.5% |
| 30D | +1.4% | -9.0% | +10.4% | +6.1% |
| 3M | -20.6% | -12.4% | -8.3% | -15.3% |
| 6M | +31.9% | +25.5% | +6.4% | +13.6% |
| YTD | +72.1% | +43.6% | +28.4% | +35.8% |
| 1Y | +65.7% | +87.2% | -21.5% | +11.5% |
| 3Y | +97.5% | +135.2% | -37.8% | +18.0% |
| 5Y | -36.7% | +290.9% | -327.6% | -71.9% |
| 10Y | +550.1% | +1,113.5% | -563.3% | +46.0% |
| All | +805.4% | +1,203.9% | -398.5% | +87.2% |
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 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