+103.3%
RIOT vs ALB
-27.5%
+130.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.1% |
| 7D | +25.1% | -4.4% | +29.5% | +27.0% |
| 30D | +8.5% | -1.2% | +9.7% | +7.7% |
| 3M | -13.4% | -13.3% | 0.0% | -9.7% |
| 6M | +57.1% | -19.8% | +76.9% | +65.7% |
| YTD | +75.7% | -7.9% | +83.6% | +74.3% |
| 1Y | +65.6% | +60.2% | +5.5% | +25.7% |
| 3Y | +103.3% | -26.4% | +129.7% | +120.5% |
| All | +103.3% | -27.5% | +130.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling