+25.6%
HYG vs RIOT
+98.8%
-73.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -0.7% | -1.5% | +0.8% | -0.7% |
| 30D | -0.7% | +5.7% | -6.4% | -0.9% |
| 3M | -0.2% | -17.9% | +17.7% | 0.0% |
| 6M | +1.4% | +45.0% | -43.5% | +0.1% |
| YTD | +1.5% | +69.5% | -68.0% | -0.5% |
| 1Y | +2.9% | +37.2% | -34.3% | +1.2% |
| 3Y | +25.6% | +111.7% | -86.1% | +18.7% |
| All | +25.6% | +98.8% | -73.2% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling