-15.8%
F vs RIOT
-55.1%
+39.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.5% |
| 7D | -3.9% | +20.8% | -24.7% | -6.5% |
| 30D | -0.5% | +7.0% | -7.4% | -2.2% |
| 3M | -12.9% | -12.3% | -0.7% | -12.7% |
| 6M | +1.5% | -27.3% | +28.8% | +3.2% |
| YTD | -5.0% | +40.7% | -45.7% | -14.3% |
| 1Y | -7.3% | +15.3% | -22.7% | -14.2% |
| 3Y | +45.3% | +72.1% | -26.9% | +11.5% |
| 5Y | -15.8% | -59.7% | +43.9% | -34.5% |
| All | -15.8% | -55.1% | +39.3% | -34.5% |
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