+791.7%
RIOT vs SNY
+65.6%
+726.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -1.5% | -3.3% | +1.8% | -0.2% |
| 30D | +5.7% | -2.2% | +7.8% | +6.4% |
| 3M | -17.9% | -3.0% | -14.8% | -17.6% |
| 6M | +45.0% | +2.7% | +42.2% | +41.4% |
| YTD | +69.5% | -6.8% | +76.3% | +72.2% |
| 1Y | +37.2% | -5.3% | +42.5% | +37.2% |
| 3Y | +111.7% | -9.8% | +121.5% | +106.6% |
| 5Y | -27.5% | +9.7% | -37.2% | -38.7% |
| 10Y | +511.1% | +64.5% | +446.6% | +401.2% |
| All | +791.7% | +65.6% | +726.1% | +669.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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