+627.6%
RIOT vs ADP
+338.4%
+289.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.2% |
| 7D | +4.8% | +2.2% | +2.7% | +3.4% |
| 30D | +16.0% | +10.6% | +5.5% | +7.3% |
| 3M | -8.8% | +12.9% | -21.7% | -17.7% |
| 6M | -29.7% | +50.6% | -80.3% | -51.3% |
| YTD | +38.3% | +23.2% | +15.1% | +9.8% |
| 1Y | +26.2% | +25.3% | +1.0% | -1.6% |
| 3Y | +79.0% | +47.1% | +31.8% | +22.5% |
| 5Y | -60.4% | +50.1% | -110.4% | -72.3% |
| 10Y | +638.6% | +323.6% | +314.9% | +243.4% |
| All | +627.6% | +338.4% | +289.2% | +254.3% |
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