-29.6%
RIOT vs SPGI
+1.6%
-31.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +1.4% |
| 7D | +18.4% | -3.1% | +21.5% | +21.8% |
| 30D | +13.8% | +2.0% | +11.7% | +10.8% |
| 3M | -12.7% | +4.3% | -17.1% | -20.4% |
| 6M | +50.1% | -0.2% | +50.4% | +41.6% |
| YTD | +74.2% | -14.8% | +89.0% | +89.8% |
| 1Y | +45.1% | -18.5% | +63.6% | +64.9% |
| 3Y | +101.6% | +16.0% | +85.6% | +37.1% |
| 5Y | -29.6% | +2.2% | -31.8% | -46.3% |
| All | -29.6% | +1.6% | -31.2% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling