+7.9%
HD vs RIOT
-25.4%
+33.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +13.2% | -15.1% | -1.5% |
| 7D | +4.3% | +30.4% | -26.1% | +5.3% |
| 30D | +20.2% | -9.9% | +30.1% | +20.8% |
| 3M | -1.0% | -21.2% | +20.2% | -0.4% |
| 6M | +7.9% | -29.5% | +37.4% | +7.3% |
| All | +7.9% | -25.4% | +33.3% | +7.3% |
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