+50.9%
BA vs RIOT
+711.2%
-660.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.2% | -12.7% | -0.7% |
| 7D | +1.1% | +30.4% | -29.4% | -1.7% |
| 30D | -7.9% | -9.9% | +1.9% | -7.6% |
| 3M | -25.3% | -21.2% | -4.1% | -24.5% |
| 6M | -24.6% | -29.5% | +4.9% | -23.5% |
| YTD | -20.1% | +31.9% | -52.0% | -24.5% |
| 1Y | -11.8% | -3.6% | -8.1% | -14.4% |
| 3Y | -10.1% | +51.8% | -61.9% | -21.9% |
| 5Y | -22.7% | -46.9% | +24.2% | -32.4% |
| 10Y | +35.1% | +677.5% | -642.4% | -21.9% |
| All | +50.9% | +711.2% | -660.2% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling