+640.5%
RIOT vs STM
+838.6%
-198.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +20.8% | +16.3% | +4.5% | +9.1% |
| 30D | +7.0% | -6.3% | +13.2% | +11.4% |
| 3M | -12.3% | -14.1% | +1.8% | -3.2% |
| 6M | -27.3% | -19.6% | -7.7% | -20.3% |
| YTD | +40.7% | +80.1% | -39.4% | -13.3% |
| 1Y | +15.3% | +95.4% | -80.0% | -33.2% |
| 3Y | +72.1% | +14.7% | +57.4% | +34.7% |
| 5Y | -59.7% | -5.4% | -54.3% | -62.1% |
| 10Y | +651.6% | +465.5% | +186.1% | +412.3% |
| All | +640.5% | +838.6% | -198.1% | +438.1% |
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