+245.3%
BKNG vs RIOT
+917.0%
-671.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.8% |
| 7D | -10.7% | -0.9% | -9.8% | -10.6% |
| 30D | -18.1% | +3.5% | -21.6% | -18.5% |
| 3M | +8.5% | -13.0% | +21.5% | +8.5% |
| 6M | -0.1% | +43.1% | -43.2% | -3.7% |
| YTD | -18.2% | +65.4% | -83.6% | -22.4% |
| 1Y | -19.9% | +27.7% | -47.6% | -23.2% |
| 3Y | +41.6% | +91.3% | -49.7% | +26.6% |
| 5Y | +93.1% | -29.3% | +122.4% | +71.5% |
| 10Y | +214.8% | +496.3% | -281.5% | +124.9% |
| All | +245.3% | +917.0% | -671.7% | +144.9% |
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