+174.6%
ARM vs RIOT
+57.6%
+117.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +13.2% | -8.5% | -0.2% |
| 7D | -15.2% | +30.4% | -45.7% | -24.1% |
| 30D | -40.7% | -9.9% | -30.8% | -38.9% |
| 3M | -39.1% | -21.2% | -17.9% | -34.5% |
| 6M | -26.4% | -29.5% | +3.1% | -17.8% |
| YTD | +59.7% | +31.9% | +27.9% | +39.6% |
| 1Y | +10.3% | -3.6% | +14.0% | +6.4% |
| 3Y | +228.9% | +51.8% | +177.1% | +116.7% |
| All | +174.6% | +57.6% | +117.0% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling