-58.4%
RIOT vs A
+11.8%
-70.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.2% |
| 7D | +4.8% | -0.5% | +5.3% | +5.3% |
| 30D | +16.0% | 0.0% | +16.0% | +17.2% |
| 3M | -8.8% | +16.7% | -25.5% | -18.8% |
| 6M | -29.7% | +54.8% | -84.5% | -51.3% |
| YTD | +38.3% | +28.8% | +9.5% | +11.2% |
| 1Y | +26.2% | +19.3% | +6.9% | +8.1% |
| 3Y | +79.0% | +65.5% | +13.4% | +1.7% |
| All | -58.4% | +11.8% | -70.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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