-29.0%
RIOT vs S
-71.9%
+42.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.4% |
| 7D | +25.1% | -5.8% | +30.9% | +29.1% |
| 30D | +8.5% | -9.2% | +17.7% | +12.2% |
| 3M | -13.4% | +23.4% | -36.7% | -26.8% |
| 6M | +57.1% | +36.9% | +20.2% | +21.4% |
| YTD | +75.7% | +29.5% | +46.2% | +39.0% |
| 1Y | +65.6% | +5.4% | +60.2% | +46.0% |
| 3Y | +103.3% | +14.7% | +88.6% | +62.5% |
| All | -29.0% | -71.9% | +42.9% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling