+619.6%
RIOT vs STM
+470.7%
+149.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.2% |
| 7D | +4.8% | +12.0% | -7.2% | -3.4% |
| 30D | +16.0% | -0.4% | +16.4% | +15.5% |
| 3M | -8.8% | -13.2% | +4.4% | +0.2% |
| 6M | -29.7% | -26.1% | -3.6% | -17.7% |
| YTD | +38.3% | +81.2% | -42.9% | -17.9% |
| 1Y | +26.2% | +98.3% | -72.1% | -30.4% |
| 3Y | +79.0% | +16.7% | +62.2% | +35.0% |
| 5Y | -60.4% | -4.8% | -55.5% | -63.3% |
| All | +619.6% | +470.7% | +149.0% | +2,061.2% |
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