-29.6%
RIOT vs ADP
+43.9%
-73.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.2% |
| 7D | +18.4% | -5.7% | +24.1% | +23.1% |
| 30D | +13.8% | -3.1% | +16.9% | +15.6% |
| 3M | -12.7% | +15.6% | -28.3% | -26.3% |
| 6M | +50.1% | +20.8% | +29.3% | +18.6% |
| YTD | +74.2% | +4.7% | +69.4% | +58.8% |
| 1Y | +45.1% | -8.3% | +53.4% | +53.4% |
| 3Y | +101.6% | +13.6% | +88.0% | +62.2% |
| 5Y | -29.6% | +45.0% | -74.6% | -61.1% |
| All | -29.6% | +43.9% | -73.5% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling