+65.7%
RIOT vs ADP
-4.5%
+70.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +1.5% |
| 7D | +14.8% | -3.4% | +18.2% | +11.6% |
| 30D | +1.4% | +2.8% | -1.4% | +4.0% |
| 3M | -20.6% | +20.9% | -41.6% | -8.4% |
| 6M | +31.9% | +29.9% | +2.0% | +58.1% |
| YTD | +72.1% | +9.6% | +62.4% | +93.2% |
| 1Y | +65.7% | -5.3% | +70.9% | +81.0% |
| All | +65.7% | -4.5% | +70.2% | +81.0% |
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