+111.7%
RIOT vs SONY
+42.2%
+69.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.8% |
| 7D | -1.5% | -2.7% | +1.2% | -0.4% |
| 30D | +5.7% | +1.5% | +4.1% | +4.4% |
| 3M | -17.9% | +13.0% | -30.9% | -24.8% |
| 6M | +45.0% | +11.2% | +33.8% | +33.8% |
| YTD | +69.5% | -6.6% | +76.1% | +71.8% |
| 1Y | +37.2% | -18.1% | +55.3% | +48.5% |
| 3Y | +111.7% | +42.1% | +69.7% | +50.9% |
| All | +111.7% | +42.2% | +69.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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