+52.7%
DRAM vs RIOT
+47.1%
+5.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -1.8% |
| 7D | +7.9% | +4.8% | +3.1% | +5.0% |
| 30D | -15.4% | +16.0% | -31.5% | -23.6% |
| 3M | -25.5% | -8.8% | -16.7% | -23.9% |
| 6M | -22.3% | -29.7% | +7.4% | -3.2% |
| All | +52.7% | +47.1% | +5.7% | +39.5% |
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