+640.5%
RIOT vs SPGI
+451.8%
+188.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.3% |
| 7D | +20.8% | -0.8% | +21.6% | +21.6% |
| 30D | +7.0% | +14.3% | -7.3% | -5.9% |
| 3M | -12.3% | +14.5% | -26.8% | -23.8% |
| 6M | -27.3% | +17.3% | -44.5% | -41.2% |
| YTD | +40.7% | -4.6% | +45.3% | +34.6% |
| 1Y | +15.3% | +0.8% | +14.6% | +3.8% |
| 3Y | +72.1% | +28.8% | +43.3% | +17.6% |
| 5Y | -59.7% | +14.0% | -73.6% | -67.4% |
| 10Y | +651.6% | +332.5% | +319.2% | +121.9% |
| All | +640.5% | +451.8% | +188.7% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling