-59.7%
RIOT vs SE
-78.1%
+18.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +20.8% | -1.5% | +22.3% | +21.7% |
| 30D | +7.0% | -22.3% | +29.3% | +22.5% |
| 3M | -12.3% | -41.8% | +29.6% | +17.2% |
| 6M | -27.3% | -22.4% | -4.9% | -18.9% |
| YTD | +40.7% | -41.6% | +82.3% | +78.8% |
| 1Y | +15.3% | -48.0% | +63.3% | +56.4% |
| 3Y | +72.1% | +63.9% | +8.3% | +11.6% |
| 5Y | -59.7% | -78.2% | +18.5% | -31.9% |
| All | -59.7% | -78.1% | +18.4% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling