+650.9%
RIOT vs STM
+803.1%
-152.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.1% |
| 7D | +29.0% | -7.9% | +36.9% | +35.2% |
| 30D | +7.1% | -14.1% | +21.2% | +18.4% |
| 3M | -6.8% | -17.6% | +10.8% | +5.8% |
| 6M | -24.9% | -24.2% | -0.7% | -14.2% |
| YTD | +42.7% | +73.3% | -30.6% | -9.7% |
| 1Y | +4.4% | +90.1% | -85.7% | -38.4% |
| 3Y | +74.5% | +10.3% | +64.2% | +40.3% |
| 5Y | -50.5% | -5.7% | -44.7% | -53.1% |
| 10Y | +685.8% | +444.1% | +241.7% | +450.3% |
| All | +650.9% | +803.1% | -152.2% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling