-20.3%
RIOT vs SPGI
+3.2%
-23.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.4% | +6.3% | +10.5% |
| 7D | +6.4% | +7.2% | -0.8% | +8.2% |
| 30D | -20.4% | +23.2% | -43.7% | -16.8% |
| 3M | -28.7% | +17.0% | -45.7% | -25.9% |
| 6M | -17.7% | +20.4% | -38.1% | -13.7% |
| YTD | +21.3% | -1.9% | +23.2% | +27.5% |
| 1Y | -20.3% | +2.9% | -23.2% | -16.4% |
| All | -20.3% | +3.2% | -23.5% | -16.4% |
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