+640.5%
RIOT vs STRL
+5,666.7%
-5,026.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.1% |
| 7D | +20.8% | +23.4% | -2.6% | +10.0% |
| 30D | +7.0% | -39.5% | +46.5% | +30.6% |
| 3M | -12.3% | -45.1% | +32.8% | +11.3% |
| 6M | -27.3% | -64.6% | +37.3% | +10.0% |
| YTD | +40.7% | -1.5% | +42.2% | +32.4% |
| 1Y | +15.3% | -20.8% | +36.1% | +18.3% |
| 3Y | +72.1% | +353.1% | -281.0% | -13.9% |
| 5Y | -59.7% | +942.9% | -1,002.5% | -85.4% |
| 10Y | +651.6% | +3,847.6% | -3,196.0% | +82.7% |
| All | +640.5% | +5,666.7% | -5,026.2% | +59.6% |
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