+19.3%
ARM vs RIOT
-21.9%
+41.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.6% | -14.9% | -9.6% |
| 7D | -18.7% | +6.4% | -25.1% | -21.6% |
| 30D | -36.7% | -20.4% | -16.2% | -30.5% |
| 3M | -31.6% | -28.7% | -2.9% | -21.7% |
| 6M | -5.6% | -17.7% | +12.1% | +3.9% |
| YTD | +75.5% | +21.3% | +54.2% | +63.0% |
| 1Y | +19.3% | -20.3% | +39.6% | +24.6% |
| All | +19.3% | -21.9% | +41.3% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling