+528.1%
RIOT vs ALK
-39.2%
+567.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.3% |
| 7D | +18.4% | -3.0% | +21.4% | +20.5% |
| 30D | +13.8% | -14.6% | +28.4% | +24.6% |
| 3M | -12.7% | -10.6% | -2.2% | -7.2% |
| 6M | +50.1% | -6.7% | +56.8% | +55.0% |
| YTD | +74.2% | -19.8% | +94.0% | +95.9% |
| 1Y | +45.1% | -35.2% | +80.3% | +82.4% |
| 3Y | +101.6% | +1.4% | +100.2% | +87.9% |
| 5Y | -29.6% | -30.7% | +1.1% | -17.1% |
| 10Y | +528.1% | -37.4% | +565.5% | +566.9% |
| All | +528.1% | -39.2% | +567.4% | +566.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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