-44.4%
RIOT vs S
-56.9%
+12.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -7.0% | -6.1% |
| 7D | -0.9% | +0.1% | -0.9% | -1.0% |
| 30D | +3.5% | -11.8% | +15.3% | +8.8% |
| 3M | -13.0% | +33.9% | -46.9% | -29.5% |
| 6M | +43.1% | +40.1% | +3.0% | +10.0% |
| YTD | +65.4% | +32.1% | +33.3% | +30.4% |
| 1Y | +27.7% | +11.0% | +16.7% | +10.0% |
| 3Y | +91.3% | +16.9% | +74.4% | +53.2% |
| 5Y | -29.3% | -68.9% | +39.7% | -1.0% |
| All | -44.4% | -56.9% | +12.5% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling