+770.1%
RIOT vs AGG
+16.9%
+753.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -4.0% |
| 7D | -0.9% | -0.9% | 0.0% | +0.7% |
| 30D | +3.5% | -1.0% | +4.5% | +5.4% |
| 3M | -13.0% | -1.3% | -11.7% | -10.7% |
| 6M | +43.1% | -2.1% | +45.2% | +49.7% |
| YTD | +65.4% | -1.2% | +66.6% | +70.6% |
| 1Y | +27.7% | -0.5% | +28.2% | +30.1% |
| 3Y | +91.3% | +12.4% | +78.9% | +56.4% |
| 5Y | -29.3% | -2.4% | -26.9% | -30.1% |
| 10Y | +496.3% | +14.3% | +481.9% | +650.3% |
| All | +770.1% | +16.9% | +753.2% | +934.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling