-29.6%
RIOT vs STRL
+2,102.6%
-2,132.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.1% |
| 7D | +18.4% | +8.2% | +10.2% | +13.5% |
| 30D | +13.8% | -6.3% | +20.1% | +17.4% |
| 3M | -12.7% | -41.2% | +28.4% | +14.4% |
| 6M | +50.1% | +20.4% | +29.8% | +22.2% |
| YTD | +74.2% | +61.7% | +12.5% | +19.4% |
| 1Y | +45.1% | +72.7% | -27.6% | -5.9% |
| 3Y | +101.6% | +530.9% | -429.4% | -43.9% |
| 5Y | -29.6% | +2,125.4% | -2,155.0% | -92.0% |
| All | -29.6% | +2,102.6% | -2,132.2% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling