+26.2%
RIOT vs STM
+94.3%
-68.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.1% |
| 7D | +4.8% | +12.0% | -7.2% | -2.1% |
| 30D | +16.0% | -0.4% | +16.4% | +15.5% |
| 3M | -8.8% | -13.2% | +4.4% | -1.4% |
| 6M | -29.7% | -26.1% | -3.6% | -21.2% |
| YTD | +38.3% | +81.2% | -42.9% | -14.5% |
| 1Y | +26.2% | +98.3% | -72.1% | -24.7% |
| All | +26.2% | +94.3% | -68.1% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling