+103.3%
RIOT vs SPGI
+17.8%
+85.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.4% |
| 7D | +25.1% | -2.5% | +27.6% | +26.4% |
| 30D | +8.5% | +5.4% | +3.1% | +5.8% |
| 3M | -13.4% | +9.0% | -22.4% | -18.9% |
| 6M | +57.1% | +0.8% | +56.4% | +54.3% |
| YTD | +75.7% | -12.6% | +88.3% | +88.9% |
| 1Y | +65.6% | -16.1% | +81.8% | +83.9% |
| 3Y | +103.3% | +19.0% | +84.3% | +52.2% |
| All | +103.3% | +17.8% | +85.4% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling