+816.6%
RIOT vs SHEL
+225.0%
+591.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +18.4% | +3.0% | +15.4% | +16.2% |
| 30D | +13.8% | +7.2% | +6.6% | +8.7% |
| 3M | -12.7% | +12.9% | -25.6% | -20.2% |
| 6M | +50.1% | +13.7% | +36.4% | +34.8% |
| YTD | +74.2% | +33.7% | +40.5% | +41.3% |
| 1Y | +45.1% | +37.9% | +7.2% | +15.5% |
| 3Y | +101.6% | +70.2% | +31.3% | +39.0% |
| 5Y | -29.6% | +192.3% | -221.9% | -66.8% |
| 10Y | +528.1% | +207.3% | +320.8% | +215.1% |
| All | +816.6% | +225.0% | +591.6% | +370.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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