-26.7%
RIOT vs STM
+20.9%
-47.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | +25.1% | +5.2% | +19.9% | +20.5% |
| 30D | +8.5% | -7.4% | +15.8% | +15.3% |
| 3M | -13.4% | -30.6% | +17.3% | +11.3% |
| 6M | +57.1% | +66.4% | -9.2% | -6.4% |
| YTD | +75.7% | +101.1% | -25.5% | -11.7% |
| 1Y | +65.6% | +97.4% | -31.7% | -18.4% |
| 3Y | +103.3% | +21.1% | +82.1% | +46.4% |
| 5Y | -26.7% | +22.5% | -49.2% | -42.4% |
| All | -26.7% | +20.9% | -47.6% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling