-4.6%
GS vs RIOT
-23.1%
+18.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -5.7% |
| 7D | -6.3% | +7.4% | -13.8% | -7.5% |
| 30D | -3.1% | -22.0% | +18.9% | +0.6% |
| 3M | -17.7% | -31.3% | +13.7% | -13.1% |
| 6M | -4.6% | -27.5% | +22.9% | -0.9% |
| All | -4.6% | -23.1% | +18.6% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling