+37.2%
RIOT vs ADP
-5.0%
+42.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +3.2% |
| 7D | -1.5% | -2.8% | +1.2% | -3.5% |
| 30D | +5.7% | +0.2% | +5.4% | +6.3% |
| 3M | -17.9% | +20.5% | -38.4% | -7.2% |
| 6M | +45.0% | +28.8% | +16.2% | +69.2% |
| YTD | +69.5% | +6.6% | +62.8% | +88.4% |
| 1Y | +37.2% | -6.9% | +44.1% | +67.2% |
| All | +37.2% | -5.0% | +42.1% | +67.2% |
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