+528.1%
RIOT vs STM
+656.4%
-128.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.3% |
| 7D | +18.4% | +1.7% | +16.8% | +17.2% |
| 30D | +13.8% | -5.2% | +18.9% | +18.2% |
| 3M | -12.7% | -29.6% | +16.9% | +8.9% |
| 6M | +50.1% | +54.4% | -4.2% | +2.6% |
| YTD | +74.2% | +99.5% | -25.3% | -2.1% |
| 1Y | +45.1% | +100.8% | -55.7% | -20.9% |
| 3Y | +101.6% | +20.2% | +81.4% | +51.4% |
| 5Y | -29.6% | +21.1% | -50.7% | -43.8% |
| 10Y | +528.1% | +664.5% | -136.4% | +336.0% |
| All | +528.1% | +656.4% | -128.3% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling