-29.6%
RIOT vs STZ
-38.0%
+8.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | +18.4% | -6.0% | +24.5% | +20.8% |
| 30D | +13.8% | -8.9% | +22.6% | +16.8% |
| 3M | -12.7% | -12.6% | -0.2% | -9.2% |
| 6M | +50.1% | -17.2% | +67.3% | +58.5% |
| YTD | +74.2% | -10.0% | +84.2% | +72.3% |
| 1Y | +45.1% | -14.3% | +59.4% | +46.7% |
| 3Y | +101.6% | -49.9% | +151.5% | +171.0% |
| 5Y | -29.6% | -38.2% | +8.6% | -15.4% |
| All | -29.6% | -38.0% | +8.4% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling