+685.8%
RIOT vs ALK
-39.7%
+725.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +29.0% | +12.9% | +16.0% | +20.1% |
| 30D | +7.1% | +5.5% | +1.5% | +2.7% |
| 3M | -6.8% | -12.1% | +5.3% | -0.6% |
| 6M | -24.9% | +1.7% | -26.6% | -27.5% |
| YTD | +42.7% | -17.4% | +60.1% | +56.3% |
| 1Y | +4.4% | -1.9% | +6.3% | +2.7% |
| 3Y | +74.5% | +21.2% | +53.3% | +45.1% |
| 5Y | -50.5% | -27.8% | -22.6% | -43.2% |
| 10Y | +685.8% | -41.0% | +726.8% | +1,071.8% |
| All | +685.8% | -39.7% | +725.5% | +1,071.8% |
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