+28.7%
LQD vs RIOT
+980.6%
-951.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +0.2% | +25.1% | -24.9% | 0.0% |
| 30D | -0.6% | +8.5% | -9.1% | -0.7% |
| 3M | -1.2% | -13.4% | +12.1% | -1.2% |
| 6M | -1.9% | +57.1% | -59.1% | -2.5% |
| YTD | -1.3% | +75.7% | -77.0% | -2.1% |
| 1Y | -1.0% | +65.6% | -66.6% | -1.9% |
| 3Y | +15.2% | +103.3% | -88.0% | +13.2% |
| 5Y | -4.4% | -26.7% | +22.3% | -6.3% |
| 10Y | +22.6% | +527.2% | -504.6% | +17.2% |
| All | +28.7% | +980.6% | -951.9% | +22.7% |
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 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