-27.3%
RIOT vs SAN
+2.9%
-30.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -0.1% |
| 7D | +20.8% | +1.0% | +19.8% | +19.5% |
| 30D | +7.0% | -9.4% | +16.3% | +18.0% |
| 3M | -12.3% | -17.1% | +4.9% | +6.4% |
| 6M | -27.3% | +2.2% | -29.4% | -30.4% |
| All | -27.3% | +2.9% | -30.2% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 6mo: compounded portfolio wealth divided by compounded SAN 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…
6mo analysis · Full analysis span regression · 6 months rolling