+50.1%
F vs RIOT
+80.6%
-30.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.4% |
| 7D | -2.1% | +18.9% | -21.1% | -4.1% |
| 30D | +3.3% | +11.0% | -7.7% | +1.6% |
| 3M | -11.3% | -9.7% | -1.6% | -11.3% |
| 6M | +5.3% | -27.9% | +33.2% | +7.2% |
| YTD | -2.2% | +44.3% | -46.5% | -10.2% |
| 1Y | -3.5% | +13.3% | -16.8% | -9.0% |
| All | +50.1% | +80.6% | -30.5% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling