-26.7%
RIOT vs AGG
-2.6%
-24.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -1.5% | -1.1% | -0.5% | +0.5% |
| 30D | +5.7% | -1.1% | +6.8% | +8.1% |
| 3M | -17.9% | -1.9% | -15.9% | -14.6% |
| 6M | +45.0% | -1.7% | +46.7% | +51.3% |
| YTD | +69.5% | -1.3% | +70.8% | +75.6% |
| 1Y | +37.2% | -0.7% | +37.9% | +40.7% |
| 3Y | +111.7% | +12.5% | +99.3% | +67.8% |
| All | -26.7% | -2.6% | -24.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling