+805.4%
RIOT vs SPGI
+422.4%
+383.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.5% |
| 7D | +14.8% | +0.1% | +14.7% | +14.7% |
| 30D | +1.4% | +8.4% | -7.0% | -6.3% |
| 3M | -20.6% | +11.8% | -32.5% | -31.9% |
| 6M | +31.9% | +5.7% | +26.2% | +18.0% |
| YTD | +72.1% | -9.7% | +81.7% | +75.2% |
| 1Y | +65.7% | -12.5% | +78.1% | +72.2% |
| 3Y | +97.5% | +21.8% | +75.6% | +44.7% |
| 5Y | -36.7% | +8.2% | -44.9% | -45.9% |
| 10Y | +550.1% | +309.5% | +240.6% | +103.2% |
| All | +805.4% | +422.4% | +383.0% | +191.5% |
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