+196.1%
RIOT vs SARO
-22.5%
+218.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +1.1% |
| 7D | -1.5% | -3.1% | +1.6% | +1.1% |
| 30D | +5.7% | -12.2% | +17.9% | +17.0% |
| 3M | -17.9% | -7.4% | -10.5% | -13.2% |
| 6M | +45.0% | -15.3% | +60.2% | +63.5% |
| YTD | +69.5% | -16.2% | +85.6% | +95.7% |
| 1Y | +37.2% | -12.1% | +49.3% | +53.7% |
| All | +196.1% | -22.5% | +218.6% | +240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling