-27.4%
ON vs RIOT
+97.0%
-124.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.9% |
| 7D | -2.2% | +25.1% | -27.3% | -6.7% |
| 30D | -12.4% | +8.5% | -20.9% | -14.3% |
| 3M | -41.2% | -13.4% | -27.9% | -40.5% |
| 6M | +25.0% | +57.1% | -32.2% | +12.6% |
| YTD | +31.3% | +75.7% | -44.4% | +13.9% |
| 1Y | +45.4% | +65.6% | -20.2% | +25.5% |
| 3Y | -27.4% | +103.3% | -130.7% | -46.7% |
| All | -27.4% | +97.0% | -124.4% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling