-1.6%
F vs RIOT
-0.7%
-0.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | +0.2% |
| 7D | -0.6% | +49.2% | -49.8% | -3.8% |
| 30D | +2.9% | +4.6% | -1.7% | +2.4% |
| 3M | -9.5% | -13.9% | +4.5% | -8.7% |
| 6M | +4.0% | -26.7% | +30.7% | +6.5% |
| YTD | -1.3% | +39.4% | -40.7% | -7.9% |
| All | -1.6% | -0.7% | -0.8% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling