+64.1%
DIA vs RIOT
-30.6%
+94.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | +0.1% | +25.1% | -25.1% | -1.6% |
| 30D | -2.1% | +8.5% | -10.5% | -2.9% |
| 3M | +4.2% | -13.4% | +17.5% | +4.4% |
| 6M | +11.9% | +57.1% | -45.3% | +6.9% |
| YTD | +10.8% | +75.7% | -64.9% | +4.4% |
| 1Y | +17.5% | +65.6% | -48.1% | +10.2% |
| 3Y | +59.9% | +103.3% | -43.3% | +39.9% |
| 5Y | +64.1% | -26.7% | +90.9% | +41.4% |
| All | +64.1% | -30.6% | +94.8% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling