-26.7%
RIOT vs SRE
+45.6%
-72.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -1.5% | -0.8% | -0.7% | -0.9% |
| 30D | +5.7% | -3.0% | +8.7% | +7.7% |
| 3M | -17.9% | -8.3% | -9.6% | -12.6% |
| 6M | +45.0% | -8.9% | +53.9% | +53.4% |
| YTD | +69.5% | -4.3% | +73.7% | +73.3% |
| 1Y | +37.2% | +2.7% | +34.5% | +34.0% |
| 3Y | +111.7% | +28.7% | +83.1% | +75.3% |
| All | -26.7% | +45.6% | -72.3% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling