+805.4%
RIOT vs STRL
+9,201.9%
-8,396.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.6% | +0.6% |
| 7D | +14.8% | +3.4% | +11.4% | +13.2% |
| 30D | +1.4% | -9.2% | +10.6% | +5.5% |
| 3M | -20.6% | -51.0% | +30.4% | +6.9% |
| 6M | +31.9% | +15.8% | +16.1% | +17.5% |
| YTD | +72.1% | +58.9% | +13.2% | +34.2% |
| 1Y | +65.7% | +68.5% | -2.9% | +25.3% |
| 3Y | +97.5% | +485.2% | -387.8% | -12.0% |
| 5Y | -36.7% | +2,005.1% | -2,041.8% | -82.3% |
| 10Y | +550.1% | +7,118.0% | -6,567.8% | +26.8% |
| All | +805.4% | +9,201.9% | -8,396.5% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling