+263.1%
DIA vs RIOT
+765.5%
-502.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | +1.6% | +20.8% | -19.2% | +0.7% |
| 30D | +1.2% | +7.0% | -5.7% | +0.7% |
| 3M | -2.4% | -12.3% | +9.8% | -2.3% |
| 6M | +5.7% | -27.3% | +32.9% | +6.3% |
| YTD | +9.9% | +40.7% | -30.8% | +6.5% |
| 1Y | +9.8% | +15.3% | -5.5% | +7.2% |
| 3Y | +59.8% | +72.1% | -12.3% | +48.2% |
| 5Y | +57.7% | -59.7% | +117.3% | +48.2% |
| 10Y | +235.8% | +651.6% | -415.9% | +152.1% |
| All | +263.1% | +765.5% | -502.4% | +174.1% |
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 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