+824.5%
RIOT vs SRE
+127.9%
+696.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.2% |
| 7D | +25.1% | +1.4% | +23.7% | +24.2% |
| 30D | +8.5% | +1.9% | +6.6% | +7.2% |
| 3M | -13.4% | -3.3% | -10.1% | -11.8% |
| 6M | +57.1% | -6.4% | +63.6% | +61.8% |
| YTD | +75.7% | -1.8% | +77.5% | +76.7% |
| 1Y | +65.6% | +10.7% | +54.9% | +56.9% |
| 3Y | +103.3% | +31.8% | +71.5% | +76.2% |
| 5Y | -26.7% | +49.2% | -75.9% | -39.0% |
| 10Y | +527.2% | +118.5% | +408.6% | +385.1% |
| All | +824.5% | +127.9% | +696.6% | +665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling