+640.5%
RIOT vs STZ
+13.6%
+626.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +20.8% | 0.0% | +20.8% | +20.7% |
| 30D | +7.0% | +14.7% | -7.8% | -0.7% |
| 3M | -12.3% | +8.8% | -21.1% | -17.5% |
| 6M | -27.3% | +3.1% | -30.3% | -30.4% |
| YTD | +40.7% | +7.9% | +32.8% | +27.9% |
| 1Y | +15.3% | +14.2% | +1.2% | +1.2% |
| 3Y | +72.1% | -35.2% | +107.3% | +99.9% |
| 5Y | -59.7% | -29.6% | -30.1% | -54.7% |
| 10Y | +651.6% | +12.2% | +639.5% | +644.1% |
| All | +640.5% | +13.6% | +626.9% | +653.1% |
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