+485.8%
RIOT vs SRE
+122.3%
+363.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -1.5% | -0.8% | -0.7% | -1.0% |
| 30D | +5.7% | -3.0% | +8.7% | +7.3% |
| 3M | -17.9% | -8.3% | -9.6% | -13.8% |
| 6M | +45.0% | -8.9% | +53.9% | +51.6% |
| YTD | +69.5% | -4.3% | +73.7% | +72.8% |
| 1Y | +37.2% | +2.7% | +34.5% | +35.1% |
| 3Y | +111.7% | +28.7% | +83.1% | +85.3% |
| 5Y | -27.5% | +47.1% | -74.7% | -39.5% |
| All | +485.8% | +122.3% | +363.5% | +347.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling