+619.6%
RIOT vs SLV
+172.6%
+447.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.3% |
| 7D | +4.8% | -5.8% | +10.7% | +8.9% |
| 30D | +16.0% | -12.1% | +28.2% | +26.4% |
| 3M | -8.8% | -24.1% | +15.3% | +10.0% |
| 6M | -29.7% | -44.4% | +14.7% | +2.3% |
| YTD | +38.3% | -31.5% | +69.8% | +62.9% |
| 1Y | +26.2% | -6.9% | +33.2% | +17.1% |
| 3Y | +79.0% | +116.0% | -37.0% | -17.9% |
| 5Y | -60.4% | +88.4% | -148.8% | -80.0% |
| All | +619.6% | +172.6% | +447.1% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling