+667.7%
ON vs RIOT
+787.4%
-119.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.6% |
| 7D | +3.3% | +18.9% | -15.6% | +1.0% |
| 30D | -3.1% | +11.0% | -14.1% | -4.9% |
| 3M | -9.2% | -9.7% | +0.4% | -8.9% |
| 6M | -31.4% | -27.9% | -3.5% | -29.4% |
| YTD | +36.0% | +44.3% | -8.3% | +26.3% |
| 1Y | +52.0% | +13.3% | +38.8% | +45.0% |
| 3Y | +9.3% | +76.4% | -67.2% | -8.1% |
| 5Y | +26.5% | -53.8% | +80.3% | +10.9% |
| 10Y | +556.1% | +670.6% | -114.5% | +319.7% |
| All | +667.7% | +787.4% | -119.7% | +370.6% |
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 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