-24.1%
DRAM vs RIOT
-25.9%
+1.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.7% | +2.8% |
| 7D | -9.8% | +49.2% | -59.0% | -31.2% |
| 30D | -26.9% | +4.6% | -31.5% | -29.3% |
| 3M | -17.4% | -13.9% | -3.5% | -11.5% |
| All | -24.1% | -25.9% | +1.8% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling