+695.3%
CAT vs RIOT
+747.2%
-51.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | +9.3% | +20.8% | -11.5% | +7.8% |
| 30D | -21.5% | +7.0% | -28.4% | -22.1% |
| 3M | -29.1% | -12.3% | -16.8% | -28.8% |
| 6M | -33.4% | -27.3% | -6.1% | -32.5% |
| YTD | +6.6% | +40.7% | -34.2% | +2.8% |
| 1Y | +6.5% | +15.3% | -8.8% | +3.9% |
| 3Y | +162.7% | +72.1% | +90.6% | +141.0% |
| 5Y | +214.2% | -59.7% | +273.9% | +193.4% |
| All | +695.3% | +747.2% | -51.9% | +487.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling