+86.4%
META vs RIOT
-61.9%
+148.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | +5.2% | +4.8% | +0.3% | +4.4% |
| 30D | -13.0% | +16.0% | -29.0% | -15.5% |
| 3M | +7.9% | -8.8% | +16.7% | +7.9% |
| 6M | +4.2% | -29.7% | +33.9% | +6.5% |
| YTD | -2.5% | +38.3% | -40.8% | -13.8% |
| 1Y | +5.6% | +26.2% | -20.7% | -5.6% |
| 3Y | +96.8% | +79.0% | +17.8% | +40.6% |
| All | +86.4% | -61.9% | +148.3% | +42.4% |
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