+619.6%
RIOT vs SPGI
+333.9%
+285.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.7% |
| 7D | +4.8% | +1.2% | +3.6% | +3.7% |
| 30D | +16.0% | +15.9% | +0.1% | +0.6% |
| 3M | -8.8% | +12.3% | -21.1% | -19.3% |
| 6M | -29.7% | +23.7% | -53.4% | -46.1% |
| YTD | +38.3% | -3.5% | +41.8% | +30.9% |
| 1Y | +26.2% | +0.4% | +25.8% | +14.2% |
| 3Y | +79.0% | +29.9% | +49.1% | +20.3% |
| 5Y | -60.4% | +15.2% | -75.5% | -68.5% |
| All | +619.6% | +333.9% | +285.8% | +57.0% |
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