+770.1%
RIOT vs SCCO
+977.9%
-207.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.2% | +2.2% | +0.8% |
| 7D | -0.9% | -2.7% | +1.8% | +1.1% |
| 30D | +3.5% | -0.2% | +3.7% | +2.8% |
| 3M | -13.0% | +17.8% | -30.8% | -24.5% |
| 6M | +43.1% | +2.3% | +40.8% | +39.4% |
| YTD | +65.4% | +41.6% | +23.7% | +22.2% |
| 1Y | +27.7% | +101.9% | -74.1% | -29.7% |
| 3Y | +91.3% | +186.2% | -94.8% | -27.6% |
| 5Y | -29.3% | +309.7% | -338.9% | -80.0% |
| 10Y | +496.3% | +1,094.2% | -598.0% | -16.1% |
| All | +770.1% | +977.9% | -207.8% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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