+97.6%
META vs RIOT
-56.0%
+153.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | +3.3% | +29.0% | -25.7% | -0.9% |
| 30D | -10.8% | +7.1% | -17.8% | -12.3% |
| 3M | +7.9% | -6.8% | +14.7% | +7.4% |
| 6M | +5.4% | -24.9% | +30.3% | +6.5% |
| YTD | -2.6% | +42.7% | -45.3% | -14.3% |
| 1Y | +1.9% | +4.4% | -2.5% | -5.8% |
| 3Y | +97.0% | +74.5% | +22.4% | +41.9% |
| 5Y | +97.6% | -50.5% | +148.1% | +49.2% |
| All | +97.6% | -56.0% | +153.7% | +49.2% |
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