+513.0%
RIOT vs SW
+147.9%
+365.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.6% |
| 7D | +7.4% | +4.7% | +2.8% | +6.2% |
| 30D | -22.0% | +5.0% | -27.0% | -23.2% |
| 3M | -31.3% | -7.3% | -24.0% | -30.2% |
| 6M | -27.5% | +15.0% | -42.5% | -30.4% |
| YTD | +16.5% | +18.5% | -2.0% | +10.7% |
| 1Y | -22.2% | +27.1% | -49.3% | -27.4% |
| 3Y | +29.6% | +49.3% | -19.7% | +18.0% |
| 5Y | -53.1% | -1.6% | -51.5% | -56.0% |
| 10Y | +586.8% | +185.4% | +401.4% | +554.2% |
| All | +513.0% | +147.9% | +365.1% | +524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling