-20.3%
RIOT vs ADP
+20.3%
-40.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +12.0% |
| 7D | +6.4% | +6.4% | 0.0% | +12.9% |
| 30D | -20.4% | +16.6% | -37.1% | -7.9% |
| 3M | -28.7% | +12.9% | -41.6% | -19.2% |
| 6M | -17.7% | +45.7% | -63.4% | +9.4% |
| YTD | +21.3% | +20.6% | +0.7% | +50.1% |
| 1Y | -20.3% | +20.5% | -40.8% | -2.5% |
| All | -20.3% | +20.3% | -40.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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