+619.6%
RIOT vs STRL
+3,697.3%
-3,077.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -0.4% |
| 7D | +4.8% | +15.7% | -10.8% | -2.1% |
| 30D | +16.0% | -35.5% | +51.5% | +38.3% |
| 3M | -8.8% | -47.1% | +38.3% | +18.6% |
| 6M | -29.7% | -65.8% | +36.1% | +9.4% |
| YTD | +38.3% | -4.5% | +42.8% | +30.9% |
| 1Y | +26.2% | -10.5% | +36.7% | +22.3% |
| 3Y | +79.0% | +340.6% | -261.7% | -13.3% |
| 5Y | -60.4% | +911.0% | -971.4% | -86.4% |
| All | +619.6% | +3,697.3% | -3,077.6% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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