+65.7%
RIOT vs SPGI
-12.7%
+78.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +2.9% |
| 7D | +14.8% | +0.1% | +14.7% | +14.6% |
| 30D | +1.4% | +8.4% | -7.0% | +2.6% |
| 3M | -20.6% | +11.8% | -32.5% | -19.7% |
| 6M | +31.9% | +5.7% | +26.2% | +35.0% |
| YTD | +72.1% | -9.7% | +81.7% | +79.8% |
| 1Y | +65.7% | -12.5% | +78.1% | +79.2% |
| All | +65.7% | -12.7% | +78.4% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling