+65.7%
RIOT vs SARO
-7.4%
+73.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.5% |
| 7D | +14.8% | -0.8% | +15.6% | +15.8% |
| 30D | +1.4% | -20.0% | +21.4% | +24.5% |
| 3M | -20.6% | -2.9% | -17.7% | -19.8% |
| 6M | +31.9% | -17.7% | +49.5% | +57.0% |
| YTD | +72.1% | -13.5% | +85.6% | +96.6% |
| 1Y | +65.7% | -9.7% | +75.4% | +85.2% |
| All | +65.7% | -7.4% | +73.0% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling