-83.6%
FIG vs RIOT
+33.5%
-117.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.8% |
| 7D | -14.3% | +18.9% | -33.2% | -14.4% |
| 30D | -13.6% | +11.0% | -24.6% | -13.5% |
| 3M | -23.7% | -9.7% | -14.0% | -23.6% |
| 6M | -5.4% | -27.9% | +22.5% | -4.6% |
| YTD | -49.2% | +44.3% | -93.5% | -53.9% |
| 1Y | -57.4% | +13.3% | -70.6% | -60.1% |
| All | -83.6% | +33.5% | -117.1% | -83.8% |
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