+59.5%
F vs RIOT
+777.7%
-718.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | +1.0% | +29.0% | -28.0% | -1.2% |
| 30D | +2.1% | +7.1% | -4.9% | +1.1% |
| 3M | -10.3% | -6.8% | -3.5% | -10.6% |
| 6M | +3.3% | -24.9% | +28.2% | +4.0% |
| YTD | -2.0% | +42.7% | -44.7% | -7.3% |
| 1Y | -2.3% | +4.4% | -6.7% | -5.5% |
| 3Y | +49.9% | +74.5% | -24.6% | +32.1% |
| 5Y | -12.5% | -50.5% | +38.0% | -22.2% |
| 10Y | +74.3% | +685.8% | -611.6% | +7.3% |
| All | +59.5% | +777.7% | -718.2% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling