+619.6%
RIOT vs SW
+177.1%
+442.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | +4.8% | -2.9% | +7.8% | +5.7% |
| 30D | +16.0% | +5.0% | +11.0% | +14.2% |
| 3M | -8.8% | -13.7% | +4.9% | -5.5% |
| 6M | -29.7% | +8.0% | -37.7% | -31.6% |
| YTD | +38.3% | +14.0% | +24.3% | +32.6% |
| 1Y | +26.2% | +25.6% | +0.6% | +18.0% |
| 3Y | +79.0% | +40.1% | +38.8% | +65.0% |
| 5Y | -60.4% | -2.6% | -57.7% | -62.6% |
| All | +619.6% | +177.1% | +442.6% | +964.3% |
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