-34.1%
RIOT vs ADVB
-66.2%
+32.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.2% | +9.0% | +12.9% |
| 7D | +30.4% | -13.9% | +44.4% | +31.6% |
| 30D | -9.9% | -68.1% | +58.2% | -5.3% |
| 3M | -21.2% | -73.4% | +52.2% | -17.7% |
| All | -34.1% | -66.2% | +32.2% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling