+37.2%
RIOT vs SPGI
-19.0%
+56.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -1.5% | -7.4% | +5.9% | -2.3% |
| 30D | +5.7% | +0.4% | +5.3% | +5.9% |
| 3M | -17.9% | +5.3% | -23.1% | -17.8% |
| 6M | +45.0% | +1.7% | +43.3% | +46.0% |
| YTD | +69.5% | -16.4% | +85.8% | +76.2% |
| 1Y | +37.2% | -20.5% | +57.7% | +52.8% |
| All | +37.2% | -19.0% | +56.2% | +52.8% |
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