+14.2%
LQD vs RIOT
+98.8%
-84.6%
-6.3%
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 | -1.1% | -1.5% | +0.4% | -1.1% |
| 30D | -1.3% | +5.7% | -6.9% | -1.4% |
| 3M | -3.2% | -17.9% | +14.7% | -3.1% |
| 6M | -2.1% | +45.0% | -47.1% | -2.7% |
| YTD | -2.4% | +69.5% | -71.8% | -3.2% |
| 1Y | -2.7% | +37.2% | -39.9% | -3.4% |
| 3Y | +14.2% | +111.7% | -97.5% | +10.5% |
| All | +14.2% | +98.8% | -84.6% | +10.5% |
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