+770.1%
RIOT vs ADSK
+265.9%
+504.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -6.9% |
| 7D | -0.9% | -10.9% | +10.0% | +7.3% |
| 30D | +3.5% | -15.9% | +19.4% | +15.9% |
| 3M | -13.0% | -4.4% | -8.6% | -17.0% |
| 6M | +43.1% | -16.6% | +59.7% | +49.4% |
| YTD | +65.4% | -28.5% | +93.9% | +93.7% |
| 1Y | +27.7% | -34.6% | +62.4% | +62.5% |
| 3Y | +91.3% | -3.5% | +94.8% | +75.7% |
| 5Y | -29.3% | -25.6% | -3.7% | -17.4% |
| 10Y | +496.3% | +216.6% | +279.7% | +397.2% |
| All | +770.1% | +265.9% | +504.2% | +604.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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