+770.1%
RIOT vs SIRI
-7.9%
+778.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.2% | -6.3% | -5.6% |
| 7D | -0.9% | -3.0% | +2.1% | +0.2% |
| 30D | +3.5% | +1.3% | +2.2% | +2.9% |
| 3M | -13.0% | +5.6% | -18.6% | -15.9% |
| 6M | +43.1% | +35.2% | +7.9% | +25.0% |
| YTD | +65.4% | +49.1% | +16.3% | +35.7% |
| 1Y | +27.7% | +26.8% | +1.0% | +12.0% |
| 3Y | +91.3% | -23.7% | +115.0% | +95.9% |
| 5Y | -29.3% | -41.8% | +12.6% | -21.8% |
| 10Y | +496.3% | -11.3% | +507.5% | +412.3% |
| All | +770.1% | -7.9% | +778.0% | +633.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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