+342.2%
SPY vs RIOT
+958.3%
-616.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | +0.1% | +14.8% | -14.7% | -0.7% |
| 30D | +0.1% | +1.4% | -1.3% | -0.2% |
| 3M | +2.0% | -20.6% | +22.6% | +2.7% |
| 6M | +13.0% | +31.9% | -18.9% | +10.2% |
| YTD | +13.5% | +72.1% | -58.5% | +8.7% |
| 1Y | +20.0% | +65.7% | -45.7% | +14.4% |
| 3Y | +77.2% | +97.5% | -20.3% | +61.6% |
| 5Y | +81.9% | -36.7% | +118.6% | +65.8% |
| 10Y | +314.1% | +550.1% | -236.1% | +209.9% |
| All | +342.2% | +958.3% | -616.0% | +233.2% |
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