+445.3%
META vs RIOT
+958.3%
-513.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.8% |
| 7D | +6.7% | +14.8% | -8.1% | +5.5% |
| 30D | +4.8% | +1.4% | +3.4% | +4.4% |
| 3M | -1.6% | -20.6% | +19.0% | -0.9% |
| 6M | -7.5% | +31.9% | -39.3% | -10.9% |
| YTD | -6.4% | +72.1% | -78.5% | -12.4% |
| 1Y | -17.3% | +65.7% | -83.0% | -22.9% |
| 3Y | +109.9% | +97.5% | +12.5% | +83.4% |
| 5Y | +65.4% | -36.7% | +102.0% | +44.4% |
| 10Y | +391.8% | +550.1% | -158.3% | +267.8% |
| All | +445.3% | +958.3% | -513.0% | +317.3% |
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 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