+372.9%
RIOT vs ALC
+17.1%
+355.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.7% | -2.3% | -2.9% |
| 7D | -0.9% | -7.7% | +6.8% | +5.3% |
| 30D | +3.5% | -11.7% | +15.2% | +13.4% |
| 3M | -13.0% | +0.7% | -13.7% | -15.6% |
| 6M | +43.1% | -17.1% | +60.2% | +60.0% |
| YTD | +65.4% | -15.1% | +80.5% | +80.6% |
| 1Y | +27.7% | -14.1% | +41.9% | +36.1% |
| 3Y | +91.3% | -18.2% | +109.5% | +99.8% |
| 5Y | -29.3% | -19.2% | -10.1% | -23.2% |
| All | +372.9% | +17.1% | +355.8% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling