+82.1%
RIOT vs STZ
-35.4%
+117.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.4% |
| 7D | +20.8% | 0.0% | +20.8% | +20.8% |
| 30D | +7.0% | +14.7% | -7.8% | +7.8% |
| 3M | -12.3% | +8.8% | -21.1% | -11.3% |
| 6M | -27.3% | +3.1% | -30.3% | -26.1% |
| YTD | +40.7% | +7.9% | +32.8% | +39.2% |
| 1Y | +15.3% | +14.2% | +1.2% | +13.1% |
| All | +82.1% | -35.4% | +117.5% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling