+529.7%
RIOT vs SNAP
-78.1%
+607.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +4.8% | +6.0% | -1.2% | +2.7% |
| 30D | +16.0% | -13.8% | +29.8% | +21.8% |
| 3M | -8.8% | -0.8% | -8.0% | -9.6% |
| 6M | -29.7% | -6.2% | -23.5% | -30.4% |
| YTD | +38.3% | -34.8% | +73.1% | +54.1% |
| 1Y | +26.2% | -38.7% | +64.9% | +43.4% |
| 3Y | +79.0% | -53.5% | +132.4% | +99.1% |
| 5Y | -60.4% | -90.2% | +29.9% | -36.3% |
| All | +529.7% | -78.1% | +607.8% | +517.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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