+71.4%
MSFT vs RIOT
-30.6%
+102.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -1.4% | +25.1% | -26.5% | -3.8% |
| 30D | -1.0% | +8.5% | -9.5% | -2.3% |
| 3M | +20.2% | -13.4% | +33.5% | +20.6% |
| 6M | +21.3% | +57.1% | -35.9% | +13.1% |
| YTD | +2.8% | +75.7% | -72.9% | -6.1% |
| 1Y | 0.0% | +65.6% | -65.7% | -9.2% |
| 3Y | +51.2% | +103.3% | -52.1% | +22.5% |
| 5Y | +71.4% | -26.7% | +98.2% | +39.6% |
| All | +71.4% | -30.6% | +102.1% | +39.6% |
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