+675.6%
ON vs RIOT
+958.3%
-282.7%
-70.4%
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% | +0.6% |
| 7D | +2.4% | +14.8% | -12.4% | +0.5% |
| 30D | -3.3% | +1.4% | -4.7% | -3.8% |
| 3M | -43.6% | -20.6% | -22.9% | -42.3% |
| 6M | +19.0% | +31.9% | -12.9% | +13.5% |
| YTD | +37.4% | +72.1% | -34.7% | +25.5% |
| 1Y | +54.8% | +65.7% | -10.9% | +40.6% |
| 3Y | -25.2% | +97.5% | -122.6% | -38.0% |
| 5Y | +62.7% | -36.7% | +99.4% | +38.2% |
| 10Y | +574.3% | +550.1% | +24.2% | +327.6% |
| All | +675.6% | +958.3% | -282.7% | +367.8% |
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