+485.8%
RIOT vs ADP
+286.3%
+199.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.8% |
| 7D | -1.5% | -2.8% | +1.2% | +0.3% |
| 30D | +5.7% | +0.2% | +5.4% | +4.9% |
| 3M | -17.9% | +20.5% | -38.4% | -31.6% |
| 6M | +45.0% | +28.8% | +16.2% | +11.2% |
| YTD | +69.5% | +6.6% | +62.8% | +50.6% |
| 1Y | +37.2% | -6.9% | +44.1% | +36.5% |
| 3Y | +111.7% | +16.1% | +95.6% | +74.3% |
| 5Y | -27.5% | +49.3% | -76.9% | -48.8% |
| All | +485.8% | +286.3% | +199.5% | +227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling