+805.4%
RIOT vs SAP
+216.0%
+589.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.8% |
| 7D | +14.8% | -2.9% | +17.7% | +17.8% |
| 30D | +1.4% | +9.0% | -7.6% | -5.7% |
| 3M | -20.6% | +14.9% | -35.6% | -32.6% |
| 6M | +31.9% | +11.9% | +20.0% | +11.6% |
| YTD | +72.1% | -9.9% | +82.0% | +72.5% |
| 1Y | +65.7% | -19.5% | +85.2% | +85.2% |
| 3Y | +97.5% | +61.8% | +35.7% | +8.4% |
| 5Y | -36.7% | +56.2% | -92.9% | -63.7% |
| 10Y | +550.1% | +180.6% | +369.5% | +189.6% |
| All | +805.4% | +216.0% | +589.4% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling