+805.4%
RIOT vs SO
+165.2%
+640.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.3% |
| 7D | +14.8% | -0.2% | +15.0% | +14.9% |
| 30D | +1.4% | -4.6% | +6.0% | +2.7% |
| 3M | -20.6% | -3.0% | -17.6% | -20.3% |
| 6M | +31.9% | -8.3% | +40.1% | +34.3% |
| YTD | +72.1% | +3.5% | +68.5% | +68.8% |
| 1Y | +65.7% | -0.9% | +66.6% | +64.6% |
| 3Y | +97.5% | +45.4% | +52.1% | +67.5% |
| 5Y | -36.7% | +59.6% | -96.3% | -48.8% |
| 10Y | +550.1% | +156.6% | +393.5% | +402.1% |
| All | +805.4% | +165.2% | +640.2% | +581.9% |
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