+627.6%
RIOT vs STZ
+14.4%
+613.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.1% |
| 7D | +4.8% | +2.6% | +2.3% | +3.7% |
| 30D | +16.0% | +15.2% | +0.8% | +7.6% |
| 3M | -8.8% | +7.6% | -16.4% | -13.7% |
| 6M | -29.7% | +5.3% | -35.0% | -33.4% |
| YTD | +38.3% | +8.6% | +29.6% | +25.2% |
| 1Y | +26.2% | +15.6% | +10.7% | +10.1% |
| 3Y | +79.0% | -35.2% | +114.1% | +108.2% |
| 5Y | -60.4% | -29.1% | -31.3% | -55.6% |
| 10Y | +638.6% | +12.9% | +625.6% | +628.8% |
| All | +627.6% | +14.4% | +613.2% | +637.7% |
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