+659.2%
RIOT vs ADP
+333.4%
+325.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +18.9% | +0.9% | +18.0% | +18.1% |
| 30D | +11.0% | +11.9% | -0.9% | +1.6% |
| 3M | -9.7% | +13.7% | -23.4% | -19.0% |
| 6M | -27.9% | +46.8% | -74.6% | -49.1% |
| YTD | +44.3% | +21.8% | +22.5% | +15.4% |
| 1Y | +13.3% | +23.5% | -10.3% | -10.8% |
| 3Y | +76.4% | +44.1% | +32.4% | +22.8% |
| 5Y | -53.8% | +49.9% | -103.6% | -67.7% |
| 10Y | +670.6% | +318.8% | +351.9% | +261.1% |
| All | +659.2% | +333.4% | +325.8% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling