+37.2%
RIOT vs AGG
-0.7%
+37.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.9% |
| 7D | -1.5% | -1.1% | -0.5% | +4.0% |
| 30D | +5.7% | -1.1% | +6.8% | +12.3% |
| 3M | -17.9% | -1.9% | -15.9% | -9.0% |
| 6M | +45.0% | -1.7% | +46.7% | +58.6% |
| YTD | +69.5% | -1.3% | +70.8% | +89.9% |
| 1Y | +37.2% | -0.7% | +37.9% | +62.3% |
| All | +37.2% | -0.7% | +37.9% | +62.3% |
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