-29.6%
RIOT vs SE
-66.7%
+37.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +1.3% |
| 7D | +18.4% | -3.6% | +22.1% | +20.7% |
| 30D | +13.8% | -5.3% | +19.1% | +16.3% |
| 3M | -12.7% | +28.1% | -40.8% | -25.7% |
| 6M | +50.1% | +20.7% | +29.5% | +31.2% |
| YTD | +74.2% | -14.8% | +89.0% | +80.6% |
| 1Y | +45.1% | -43.6% | +88.7% | +88.5% |
| 3Y | +101.6% | +184.2% | -82.7% | -4.2% |
| 5Y | -29.6% | -66.3% | +36.7% | -3.2% |
| All | -29.6% | -66.7% | +37.1% | -3.2% |
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