+805.4%
RIOT vs STZ
-0.1%
+805.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.5% |
| 7D | +14.8% | -1.9% | +16.7% | +15.8% |
| 30D | +1.4% | -1.9% | +3.3% | +1.7% |
| 3M | -20.6% | -6.2% | -14.4% | -19.1% |
| 6M | +31.9% | -14.0% | +45.9% | +39.7% |
| YTD | +72.1% | -5.1% | +77.2% | +68.9% |
| 1Y | +65.7% | -9.6% | +75.2% | +66.2% |
| 3Y | +97.5% | -47.2% | +144.7% | +161.3% |
| 5Y | -36.7% | -33.6% | -3.1% | -26.4% |
| 10Y | +550.1% | -9.8% | +559.9% | +617.7% |
| All | +805.4% | -0.1% | +805.5% | +894.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling