-2.1%
BKNG vs RIOT
+58.7%
-60.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -3.0% | -3.8% |
| 7D | -13.1% | +18.4% | -31.5% | -12.6% |
| 30D | -18.5% | +13.8% | -32.3% | -18.1% |
| 3M | +5.8% | -12.7% | +18.5% | +6.9% |
| 6M | -2.1% | +50.1% | -52.3% | -10.1% |
| All | -2.1% | +58.7% | -60.8% | -10.1% |
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 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