+1,443.4%
RIOT vs SITM
+4,437.5%
-2,994.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.1% |
| 7D | +18.4% | +3.7% | +14.7% | +16.3% |
| 30D | +13.8% | -14.5% | +28.3% | +21.7% |
| 3M | -12.7% | -10.6% | -2.2% | -11.2% |
| 6M | +50.1% | +65.5% | -15.4% | +9.9% |
| YTD | +74.2% | +67.0% | +7.2% | +21.7% |
| 1Y | +45.1% | +138.6% | -93.5% | -19.7% |
| 3Y | +101.6% | +421.8% | -320.3% | -35.6% |
| 5Y | -29.6% | +172.4% | -202.0% | -72.0% |
| All | +1,443.4% | +4,437.5% | -2,994.1% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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