+594.0%
RIOT vs STLD
+1,103.6%
-509.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.5% | +12.8% | +12.9% |
| 7D | +30.4% | -11.1% | +41.6% | +39.3% |
| 30D | -9.9% | -4.8% | -5.1% | -7.5% |
| 3M | -21.2% | -14.6% | -6.7% | -15.1% |
| 6M | -29.5% | -7.4% | -22.1% | -28.0% |
| YTD | +31.9% | +32.6% | -0.7% | +8.3% |
| 1Y | -3.6% | +47.3% | -51.0% | -25.7% |
| 3Y | +51.8% | +107.5% | -55.8% | -3.3% |
| 5Y | -46.9% | +268.8% | -315.8% | -75.7% |
| 10Y | +677.5% | +883.3% | -205.8% | +96.6% |
| All | +594.0% | +1,103.6% | -509.6% | +49.2% |
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