+337.4%
SPY vs RIOT
+787.4%
-450.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | -0.9% | +18.9% | -19.8% | -1.9% |
| 30D | -2.4% | +11.0% | -13.3% | -3.2% |
| 3M | -1.2% | -9.7% | +8.5% | -1.1% |
| 6M | +3.3% | -27.9% | +31.2% | +4.1% |
| YTD | +12.3% | +44.3% | -32.0% | +8.1% |
| 1Y | +12.4% | +13.3% | -0.8% | +9.5% |
| 3Y | +78.8% | +76.4% | +2.4% | +63.9% |
| 5Y | +75.2% | -53.8% | +128.9% | +61.8% |
| 10Y | +311.1% | +670.6% | -359.5% | +209.0% |
| All | +337.4% | +787.4% | -450.0% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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