+10.8%
HD vs RIOT
-36.2%
+47.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.7% |
| 7D | -2.1% | +14.8% | -16.8% | -3.0% |
| 30D | -8.4% | +1.4% | -9.8% | -8.7% |
| 3M | +4.3% | -20.6% | +25.0% | +5.2% |
| 6M | -11.1% | +31.9% | -43.0% | -14.1% |
| YTD | -4.7% | +72.1% | -76.7% | -10.2% |
| 1Y | -19.8% | +65.7% | -85.5% | -25.0% |
| 3Y | +4.1% | +97.5% | -93.4% | -10.1% |
| All | +10.8% | -36.2% | +47.0% | -10.1% |
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