+103.3%
RIOT vs SO
+46.8%
+56.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.3% |
| 7D | +25.1% | +1.0% | +24.1% | +25.4% |
| 30D | +8.5% | -3.2% | +11.7% | +7.7% |
| 3M | -13.4% | -1.7% | -11.6% | -13.8% |
| 6M | +57.1% | -7.2% | +64.3% | +55.4% |
| YTD | +75.7% | +4.6% | +71.1% | +76.3% |
| 1Y | +65.6% | +1.2% | +64.4% | +66.4% |
| 3Y | +103.3% | +45.3% | +58.0% | +74.7% |
| All | +103.3% | +46.8% | +56.4% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling