-42.1%
RIOT vs S
-56.8%
+14.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | +14.8% | -7.7% | +22.5% | +19.7% |
| 30D | +1.4% | -5.3% | +6.7% | +2.4% |
| 3M | -20.6% | +20.3% | -40.9% | -31.5% |
| 6M | +31.9% | +47.4% | -15.5% | -1.7% |
| YTD | +72.1% | +32.5% | +39.5% | +35.6% |
| 1Y | +65.7% | +9.5% | +56.1% | +43.6% |
| 3Y | +97.5% | +15.5% | +81.9% | +59.2% |
| 5Y | -36.7% | -71.2% | +34.5% | -9.4% |
| All | -42.1% | -56.8% | +14.7% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling