+20.3%
ARM vs RIOT
-0.7%
+21.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +4.1% |
| 7D | -5.3% | +49.2% | -54.5% | -22.0% |
| 30D | -30.0% | +4.6% | -34.6% | -32.1% |
| 3M | -34.1% | -13.9% | -20.1% | -30.5% |
| 6M | -12.6% | -26.7% | +14.0% | -1.4% |
| YTD | +70.4% | +39.4% | +31.0% | +48.1% |
| All | +20.3% | -0.7% | +21.0% | +14.4% |
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