+485.8%
RIOT vs SO
+159.0%
+326.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.1% | +2.7% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | +5.7% | -5.0% | +10.7% | +7.2% |
| 3M | -17.9% | -5.8% | -12.1% | -16.7% |
| 6M | +45.0% | -7.9% | +52.9% | +47.5% |
| YTD | +69.5% | +2.4% | +67.0% | +66.7% |
| 1Y | +37.2% | -2.3% | +39.4% | +36.8% |
| 3Y | +111.7% | +41.9% | +69.9% | +80.0% |
| 5Y | -27.5% | +58.1% | -85.6% | -41.7% |
| All | +485.8% | +159.0% | +326.8% | +373.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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