+86.7%
RIOT vs SPGI
+30.4%
+56.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +18.9% | -1.4% | +20.3% | +19.4% |
| 30D | +11.0% | +15.3% | -4.3% | +6.1% |
| 3M | -9.7% | +16.5% | -26.2% | -14.1% |
| 6M | -27.9% | +19.8% | -47.7% | -33.7% |
| YTD | +44.3% | -3.2% | +47.5% | +49.8% |
| 1Y | +13.3% | +1.8% | +11.5% | +12.3% |
| All | +86.7% | +30.4% | +56.3% | +72.4% |
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 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