+103.3%
RIOT vs STRL
+531.3%
-428.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +0.4% |
| 7D | +25.1% | +10.1% | +15.0% | +19.1% |
| 30D | +8.5% | -8.2% | +16.7% | +13.1% |
| 3M | -13.4% | -43.7% | +30.3% | +14.2% |
| 6M | +57.1% | +27.1% | +30.0% | +26.3% |
| YTD | +75.7% | +64.0% | +11.7% | +22.9% |
| 1Y | +65.6% | +75.2% | -9.5% | +10.4% |
| 3Y | +103.3% | +539.9% | -436.6% | -28.1% |
| All | +103.3% | +531.3% | -428.0% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling