+103.3%
RIOT vs ADP
+13.9%
+89.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.4% |
| 7D | +25.1% | -5.5% | +30.6% | +25.7% |
| 30D | +8.5% | -1.2% | +9.7% | +8.5% |
| 3M | -13.4% | +17.9% | -31.2% | -18.3% |
| 6M | +57.1% | +20.3% | +36.8% | +47.3% |
| YTD | +75.7% | +5.8% | +69.9% | +79.8% |
| 1Y | +65.6% | -7.7% | +73.3% | +90.8% |
| 3Y | +103.3% | +14.7% | +88.6% | +117.7% |
| All | +103.3% | +13.9% | +89.4% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling