+231.9%
HD vs RIOT
+711.2%
-479.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +13.2% | -15.1% | -2.4% |
| 7D | +4.3% | +30.4% | -26.1% | +3.0% |
| 30D | +20.2% | -9.9% | +30.1% | +20.4% |
| 3M | -1.0% | -21.2% | +20.2% | -0.5% |
| 6M | +7.9% | -29.5% | +37.4% | +8.5% |
| YTD | +2.0% | +31.9% | -29.9% | -0.8% |
| 1Y | -4.3% | -3.6% | -0.7% | -5.8% |
| 3Y | +25.9% | +51.8% | -25.8% | +17.6% |
| 5Y | +5.8% | -46.9% | +52.8% | -1.7% |
| 10Y | +262.5% | +677.5% | -415.0% | +183.8% |
| All | +231.9% | +711.2% | -479.3% | +159.9% |
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 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