+103.1%
ARM vs RIOT
+38.8%
+64.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.2% |
| 7D | +5.5% | +14.8% | -9.3% | -3.0% |
| 30D | -8.2% | +1.4% | -9.6% | -10.0% |
| 3M | -35.9% | -20.6% | -15.3% | -27.1% |
| 6M | +103.1% | +31.9% | +71.2% | +82.3% |
| All | +103.1% | +38.8% | +64.4% | +82.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling