+106.6%
RIOT vs SRE
+29.3%
+77.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -4.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.4% |
| 30D | +3.5% | -1.7% | +5.2% | +4.6% |
| 3M | -13.0% | -7.1% | -5.9% | -8.1% |
| 6M | +43.1% | -8.4% | +51.5% | +51.1% |
| YTD | +65.4% | -3.5% | +68.9% | +68.1% |
| 1Y | +27.7% | +5.4% | +22.4% | +22.2% |
| All | +106.6% | +29.3% | +77.3% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling