+53.9%
F vs RIOT
-36.2%
+90.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.7% | +1.0% |
| 7D | +5.3% | +14.8% | -9.5% | +3.2% |
| 30D | +4.6% | +1.4% | +3.2% | +3.9% |
| 3M | -3.7% | -20.6% | +17.0% | -2.0% |
| 6M | +16.8% | +31.9% | -15.1% | +9.3% |
| YTD | +15.3% | +72.1% | -56.8% | +2.5% |
| 1Y | +31.0% | +65.7% | -34.6% | +14.8% |
| 3Y | +45.4% | +97.5% | -52.0% | +10.5% |
| All | +53.9% | -36.2% | +90.2% | +16.0% |
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