+627.6%
RIOT vs SPY
+333.4%
+294.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -0.9% |
| 7D | +4.8% | +2.6% | +2.3% | -0.9% |
| 30D | +16.0% | -2.0% | +18.0% | +22.5% |
| 3M | -8.8% | -2.8% | -6.0% | -1.3% |
| 6M | -29.7% | +2.1% | -31.8% | -30.8% |
| YTD | +38.3% | +11.5% | +26.8% | +17.2% |
| 1Y | +26.2% | +13.5% | +12.8% | +3.5% |
| 3Y | +79.0% | +77.7% | +1.3% | -34.4% |
| 5Y | -60.4% | +72.6% | -133.0% | -81.7% |
| 10Y | +638.6% | +308.2% | +330.4% | +31.6% |
| All | +627.6% | +333.4% | +294.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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