+538.4%
RIOT vs SW
+147.8%
+390.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.9% | +2.8% |
| 7D | +14.8% | -5.1% | +19.9% | +16.4% |
| 30D | +1.4% | -4.6% | +6.0% | +2.5% |
| 3M | -20.6% | +9.4% | -30.0% | -22.9% |
| 6M | +31.9% | +3.5% | +28.4% | +30.2% |
| YTD | +72.1% | +22.0% | +50.0% | +62.5% |
| 1Y | +65.7% | +2.2% | +63.4% | +62.3% |
| 3Y | +97.5% | +19.6% | +77.9% | +86.2% |
| 5Y | -36.7% | -2.3% | -34.3% | -40.9% |
| All | +538.4% | +147.8% | +390.7% | +576.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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