+156.8%
RIOT vs SE
+589.8%
-433.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.5% |
| 7D | +14.8% | -6.1% | +20.9% | +18.1% |
| 30D | +1.4% | -2.5% | +3.8% | +1.9% |
| 3M | -20.6% | +21.7% | -42.4% | -28.9% |
| 6M | +31.9% | +27.0% | +4.9% | +14.8% |
| YTD | +72.1% | -12.1% | +84.2% | +75.4% |
| 1Y | +65.7% | -40.9% | +106.6% | +102.9% |
| 3Y | +97.5% | +191.0% | -93.5% | +8.5% |
| 5Y | -36.7% | -68.3% | +31.6% | -21.7% |
| All | +156.8% | +589.8% | -433.0% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling