+484.2%
BAC vs RIOT
+958.3%
-474.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.3% |
| 7D | +1.1% | +14.8% | -13.7% | +0.2% |
| 30D | -0.4% | +1.4% | -1.8% | -0.7% |
| 3M | +16.9% | -20.6% | +37.5% | +17.7% |
| 6M | +26.6% | +31.9% | -5.3% | +22.8% |
| YTD | +15.8% | +72.1% | -56.3% | +9.9% |
| 1Y | +27.2% | +65.7% | -38.5% | +20.2% |
| 3Y | +132.4% | +97.5% | +34.9% | +109.2% |
| 5Y | +72.6% | -36.7% | +109.3% | +56.0% |
| 10Y | +389.7% | +550.1% | -160.4% | +231.0% |
| All | +484.2% | +958.3% | -474.0% | +294.1% |
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