+86.7%
RIOT vs SAP
+69.1%
+17.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +18.9% | -2.5% | +21.4% | +19.6% |
| 30D | +11.0% | +7.5% | +3.5% | +7.8% |
| 3M | -9.7% | +11.6% | -21.3% | -13.6% |
| 6M | -27.9% | +37.6% | -65.5% | -37.9% |
| YTD | +44.3% | -2.0% | +46.2% | +52.0% |
| 1Y | +13.3% | -6.4% | +19.6% | +24.0% |
| All | +86.7% | +69.1% | +17.6% | +16.4% |
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