+117.7%
RIOT vs SAP
+56.3%
+61.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.4% |
| 7D | +18.4% | -0.3% | +18.7% | +18.7% |
| 30D | +13.8% | +0.3% | +13.5% | +13.7% |
| 3M | -12.7% | +16.9% | -29.6% | -18.6% |
| 6M | +50.1% | +6.3% | +43.8% | +47.6% |
| YTD | +74.2% | -12.4% | +86.6% | +91.6% |
| 1Y | +45.1% | -21.6% | +66.7% | +74.9% |
| All | +117.7% | +56.3% | +61.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · 6 months rolling