+392.1%
RIOT vs ALC
+24.0%
+368.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +4.8% |
| 7D | +14.8% | -2.1% | +16.9% | +16.6% |
| 30D | +1.4% | -0.1% | +1.5% | +0.6% |
| 3M | -20.6% | +5.9% | -26.5% | -26.0% |
| 6M | +31.9% | -15.9% | +47.8% | +46.8% |
| YTD | +72.1% | -10.1% | +82.2% | +79.7% |
| 1Y | +65.7% | -10.2% | +75.9% | +70.4% |
| 3Y | +97.5% | -13.6% | +111.0% | +97.8% |
| 5Y | -36.7% | -15.1% | -21.5% | -33.7% |
| All | +392.1% | +24.0% | +368.1% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling