+471.6%
RIOT vs SPGI
+291.9%
+179.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.2% | -3.3% |
| 7D | -0.9% | -8.9% | +8.0% | +7.7% |
| 30D | +3.5% | +0.6% | +2.9% | +2.1% |
| 3M | -13.0% | +2.0% | -15.0% | -18.9% |
| 6M | +43.1% | +0.1% | +43.0% | +34.1% |
| YTD | +65.4% | -16.4% | +81.8% | +80.5% |
| 1Y | +27.7% | -18.9% | +46.7% | +42.4% |
| 3Y | +91.3% | +13.8% | +77.6% | +47.0% |
| 5Y | -29.3% | +0.5% | -29.8% | -36.0% |
| All | +471.6% | +291.9% | +179.7% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling