+805.4%
RIOT vs ADP
+290.2%
+515.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.6% |
| 7D | +14.8% | -3.4% | +18.2% | +17.6% |
| 30D | +1.4% | +2.8% | -1.4% | -1.0% |
| 3M | -20.6% | +20.9% | -41.6% | -33.9% |
| 6M | +31.9% | +29.9% | +2.0% | +0.9% |
| YTD | +72.1% | +9.6% | +62.4% | +50.5% |
| 1Y | +65.7% | -5.3% | +70.9% | +62.9% |
| 3Y | +97.5% | +16.5% | +81.0% | +63.7% |
| 5Y | -36.7% | +49.4% | -86.1% | -54.9% |
| 10Y | +550.1% | +282.2% | +268.0% | +234.8% |
| All | +805.4% | +290.2% | +515.2% | +385.6% |
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