+240.5%
CVX vs RIOT
+958.3%
-717.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.4% |
| 7D | +3.3% | +14.8% | -11.5% | +2.7% |
| 30D | +12.9% | +1.4% | +11.5% | +12.6% |
| 3M | +11.7% | -20.6% | +32.4% | +12.2% |
| 6M | +14.1% | +31.9% | -17.7% | +11.5% |
| YTD | +40.7% | +72.1% | -31.4% | +35.1% |
| 1Y | +37.5% | +65.7% | -28.2% | +31.5% |
| 3Y | +43.9% | +97.5% | -53.5% | +31.6% |
| 5Y | +161.5% | -36.7% | +198.1% | +140.3% |
| 10Y | +215.1% | +550.1% | -335.0% | +112.0% |
| All | +240.5% | +958.3% | -717.8% | +129.7% |
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