-20.3%
RIOT vs S
+36.5%
-56.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.0% | +9.4% |
| 7D | +6.4% | -8.2% | +14.6% | +7.7% |
| 30D | -20.4% | -7.6% | -12.8% | -19.8% |
| 3M | -28.7% | +12.0% | -40.7% | -29.7% |
| 6M | -17.7% | +50.6% | -68.3% | -26.3% |
| YTD | +21.3% | +56.6% | -35.3% | +5.1% |
| 1Y | -20.3% | +39.2% | -59.5% | -27.7% |
| All | -20.3% | +36.5% | -56.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling