+65.7%
RIOT vs SRE
+4.7%
+61.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.6% |
| 7D | +14.8% | -0.3% | +15.1% | +15.0% |
| 30D | +1.4% | -0.7% | +2.1% | +1.8% |
| 3M | -20.6% | -6.3% | -14.3% | -16.5% |
| 6M | +31.9% | -10.7% | +42.5% | +43.5% |
| YTD | +72.1% | -3.5% | +75.5% | +70.2% |
| 1Y | +65.7% | +5.3% | +60.4% | +61.5% |
| All | +65.7% | +4.7% | +61.0% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling