+805.4%
RIOT vs ALK
-45.0%
+850.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.2% |
| 7D | +14.8% | -0.7% | +15.5% | +15.3% |
| 30D | +1.4% | -19.2% | +20.6% | +14.9% |
| 3M | -20.6% | -1.5% | -19.1% | -20.6% |
| 6M | +31.9% | -13.1% | +44.9% | +42.0% |
| YTD | +72.1% | -16.4% | +88.5% | +88.7% |
| 1Y | +65.7% | -33.1% | +98.7% | +103.5% |
| 3Y | +97.5% | +0.6% | +96.8% | +85.4% |
| 5Y | -36.7% | -26.4% | -10.3% | -27.8% |
| 10Y | +550.1% | -34.2% | +584.3% | +631.3% |
| All | +805.4% | -45.0% | +850.4% | +1,035.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling