+640.5%
RIOT vs SAN
+295.5%
+345.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -0.7% |
| 7D | +20.8% | +1.0% | +19.8% | +19.9% |
| 30D | +7.0% | -9.4% | +16.3% | +13.2% |
| 3M | -12.3% | -17.1% | +4.9% | -2.1% |
| 6M | -27.3% | +2.2% | -29.4% | -28.1% |
| YTD | +40.7% | +6.0% | +34.7% | +37.5% |
| 1Y | +15.3% | +12.7% | +2.6% | +8.5% |
| 3Y | +72.1% | +242.1% | -170.0% | -16.4% |
| 5Y | -59.7% | +293.6% | -353.3% | -82.3% |
| 10Y | +651.6% | +266.1% | +385.6% | +224.7% |
| All | +640.5% | +295.5% | +345.0% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling