-54.5%
RIOT vs ALK
-34.8%
-19.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.6% | +12.6% | +12.8% |
| 7D | +30.4% | +9.0% | +21.4% | +21.0% |
| 30D | -9.9% | -1.6% | -8.2% | -9.8% |
| 3M | -21.2% | -23.2% | +2.0% | -5.7% |
| 6M | -29.5% | -3.9% | -25.6% | -30.1% |
| YTD | +31.9% | -22.6% | +54.5% | +53.0% |
| 1Y | -3.6% | -5.3% | +1.7% | -5.3% |
| 3Y | +51.8% | +18.6% | +33.2% | +4.7% |
| All | -54.5% | -34.8% | -19.7% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling