+65.7%
RIOT vs AGG
+1.5%
+64.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +2.9% |
| 7D | +14.8% | -0.2% | +15.0% | +15.8% |
| 30D | +1.4% | -0.4% | +1.8% | +3.5% |
| 3M | -20.6% | -0.7% | -20.0% | -17.5% |
| 6M | +31.9% | -1.5% | +33.4% | +33.6% |
| YTD | +72.1% | -0.3% | +72.3% | +82.1% |
| 1Y | +65.7% | +1.3% | +64.3% | +85.2% |
| All | +65.7% | +1.5% | +64.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling