+27.7%
RIOT vs STZ
-12.7%
+40.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -6.9% | -4.8% |
| 7D | -0.9% | -4.1% | +3.2% | -1.5% |
| 30D | +3.5% | -7.6% | +11.1% | +2.3% |
| 3M | -13.0% | -12.3% | -0.7% | -14.0% |
| 6M | +43.1% | -16.3% | +59.4% | +41.1% |
| YTD | +65.4% | -8.4% | +73.7% | +51.6% |
| 1Y | +27.7% | -10.8% | +38.6% | +23.0% |
| All | +27.7% | -12.7% | +40.5% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling