+18.3%
HYG vs RIOT
-26.7%
+45.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 3M | -0.2% | -17.9% | +17.7% | +0.1% |
| 6M | +1.4% | +45.0% | -43.5% | -0.6% |
| YTD | +1.5% | +69.5% | -68.0% | -1.4% |
| 1Y | +2.9% | +37.2% | -34.3% | +0.4% |
| 3Y | +25.6% | +111.7% | -86.1% | +16.6% |
| All | +18.3% | -26.7% | +45.0% | +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 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