+168.3%
RIOT vs SPOT
+269.3%
-101.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -3.1% |
| 7D | +4.8% | +1.6% | +3.3% | +3.9% |
| 30D | +16.0% | +16.9% | -0.9% | +3.5% |
| 3M | -8.8% | +23.0% | -31.8% | -23.0% |
| 6M | -29.7% | +42.2% | -71.9% | -47.9% |
| YTD | +38.3% | +5.5% | +32.8% | +20.5% |
| 1Y | +26.2% | -5.1% | +31.3% | +18.4% |
| 3Y | +79.0% | +257.9% | -178.9% | -40.6% |
| 5Y | -60.4% | +118.4% | -178.7% | -82.8% |
| All | +168.3% | +269.3% | -101.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling