+627.6%
RIOT vs SO
+181.7%
+445.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | +4.8% | +1.4% | +3.5% | +4.5% |
| 30D | +16.0% | +4.7% | +11.3% | +14.3% |
| 3M | -8.8% | +1.7% | -10.5% | -9.5% |
| 6M | -29.7% | +2.2% | -31.8% | -30.7% |
| YTD | +38.3% | +10.0% | +28.3% | +33.1% |
| 1Y | +26.2% | +6.0% | +20.2% | +22.7% |
| 3Y | +79.0% | +54.1% | +24.8% | +48.8% |
| 5Y | -60.4% | +79.6% | -140.0% | -69.2% |
| 10Y | +638.6% | +195.5% | +443.1% | +444.6% |
| All | +627.6% | +181.7% | +445.9% | +437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling