-20.3%
RIOT vs ACI
-18.4%
-1.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.5% | +6.1% | +11.7% |
| 7D | +6.4% | +4.5% | +1.9% | +9.5% |
| 30D | -20.4% | +20.9% | -41.3% | -11.1% |
| 3M | -28.7% | +15.2% | -44.0% | -21.6% |
| 6M | -17.7% | -13.3% | -4.4% | -15.5% |
| YTD | +21.3% | -16.2% | +37.5% | +21.5% |
| 1Y | -20.3% | -16.9% | -3.4% | -20.3% |
| All | -20.3% | -18.4% | -1.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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