+47.6%
ON vs RIOT
-21.9%
+69.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.6% | -11.5% | -4.2% |
| 7D | -5.8% | +6.4% | -12.2% | -7.7% |
| 30D | -17.1% | -20.4% | +3.3% | -13.2% |
| 3M | -11.8% | -28.7% | +16.9% | -6.2% |
| 6M | -30.2% | -17.7% | -12.5% | -28.1% |
| YTD | +31.6% | +21.3% | +10.3% | +21.9% |
| 1Y | +47.6% | -20.3% | +67.8% | +50.0% |
| All | +47.6% | -21.9% | +69.5% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling