-29.6%
RIOT vs SO
+57.7%
-87.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | +18.4% | 0.0% | +18.4% | +18.4% |
| 30D | +13.8% | -2.5% | +16.2% | +13.8% |
| 3M | -12.7% | -4.2% | -8.6% | -12.8% |
| 6M | +50.1% | -7.7% | +57.8% | +50.4% |
| YTD | +74.2% | +3.8% | +70.4% | +72.7% |
| 1Y | +45.1% | +0.1% | +45.1% | +44.6% |
| 3Y | +101.6% | +44.2% | +57.3% | +80.2% |
| 5Y | -29.6% | +57.9% | -87.5% | -28.3% |
| All | -29.6% | +57.7% | -87.3% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling