-58.4%
RIOT vs SO
+79.0%
-137.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | +4.8% | +1.4% | +3.5% | +4.9% |
| 30D | +16.0% | +4.7% | +11.3% | +16.0% |
| 3M | -8.8% | +1.7% | -10.5% | -8.7% |
| 6M | -29.7% | +2.2% | -31.8% | -29.8% |
| YTD | +38.3% | +10.0% | +28.3% | +36.9% |
| 1Y | +26.2% | +6.0% | +20.2% | +25.6% |
| 3Y | +79.0% | +54.1% | +24.8% | +56.1% |
| All | -58.4% | +79.0% | -137.4% | -61.2% |
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 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