+471.6%
RIOT vs STRL
+6,846.4%
-6,374.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.2% |
| 7D | -0.9% | +5.4% | -6.3% | -3.2% |
| 30D | +3.5% | -9.0% | +12.5% | +7.7% |
| 3M | -13.0% | -37.1% | +24.1% | +5.8% |
| 6M | +43.1% | +17.8% | +25.3% | +26.1% |
| YTD | +65.4% | +58.3% | +7.0% | +28.5% |
| 1Y | +27.7% | +61.0% | -33.3% | -2.1% |
| 3Y | +91.3% | +517.8% | -426.5% | -17.6% |
| 5Y | -29.3% | +2,119.0% | -2,148.3% | -81.0% |
| All | +471.6% | +6,846.4% | -6,374.8% | +7.1% |
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