-20.3%
RIOT vs SRE
-7.5%
-12.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.9% | +12.5% | +10.7% |
| 7D | +6.4% | -2.1% | +8.5% | +6.8% |
| 30D | -20.4% | +6.1% | -26.5% | -23.8% |
| 3M | -28.7% | -3.5% | -25.2% | -27.5% |
| 6M | -17.7% | -10.8% | -6.9% | -11.6% |
| YTD | +21.3% | -4.0% | +25.3% | +20.2% |
| 1Y | -20.3% | -7.7% | -12.6% | -18.0% |
| All | -20.3% | -7.5% | -12.8% | -18.0% |
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