+471.6%
RIOT vs STZ
-10.3%
+481.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -6.9% | -6.0% |
| 7D | -0.9% | -4.1% | +3.2% | +0.9% |
| 30D | +3.5% | -7.6% | +11.1% | +6.8% |
| 3M | -13.0% | -12.3% | -0.7% | -8.3% |
| 6M | +43.1% | -16.3% | +59.4% | +53.1% |
| YTD | +65.4% | -8.4% | +73.7% | +64.6% |
| 1Y | +27.7% | -10.8% | +38.6% | +28.6% |
| 3Y | +91.3% | -49.0% | +140.3% | +157.7% |
| 5Y | -29.3% | -36.5% | +7.2% | -15.9% |
| All | +471.6% | -10.3% | +481.9% | +564.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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