+214.0%
ARM vs RIOT
+26.9%
+187.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.0% | -9.1% | -11.6% |
| 7D | -27.1% | +7.4% | -34.5% | -29.5% |
| 30D | -44.9% | -22.0% | -22.9% | -40.0% |
| 3M | -39.3% | -31.3% | -7.9% | -31.1% |
| 6M | -20.2% | -27.5% | +7.3% | -11.0% |
| YTD | +52.5% | +16.5% | +36.0% | +40.1% |
| 1Y | +4.1% | -22.2% | +26.3% | +8.5% |
| All | +214.0% | +26.9% | +187.1% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling