+106.4%
RIOT vs SE
+363.8%
-257.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.3% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +16.0% | -20.9% | +37.0% | +29.2% |
| 3M | -8.8% | -38.9% | +30.1% | +14.2% |
| 6M | -29.7% | -19.4% | -10.3% | -23.9% |
| YTD | +38.3% | -40.9% | +79.2% | +69.2% |
| 1Y | +26.2% | -46.2% | +72.4% | +61.3% |
| 3Y | +79.0% | +63.7% | +15.2% | +29.1% |
| 5Y | -60.4% | -77.9% | +17.6% | -41.7% |
| All | +106.4% | +363.8% | -257.4% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling