+115.9%
RIOT vs ADVB
-96.8%
+212.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -23.6% | +21.8% | -0.1% |
| 7D | +4.8% | +27.8% | -22.9% | +2.1% |
| 30D | +16.0% | -50.8% | +66.8% | +20.3% |
| 3M | -8.8% | -70.5% | +61.7% | -3.2% |
| 6M | -29.7% | -46.7% | +17.0% | -32.7% |
| YTD | +38.3% | -56.7% | +95.0% | +30.9% |
| 1Y | +26.2% | -71.8% | +98.0% | +25.0% |
| All | +115.9% | -96.8% | +212.7% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling