+594.0%
RIOT vs ALK
-49.1%
+643.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.6% | +12.6% | +12.8% |
| 7D | +30.4% | +9.0% | +21.4% | +22.9% |
| 30D | -9.9% | -1.6% | -8.2% | -9.8% |
| 3M | -21.2% | -23.2% | +2.0% | -8.9% |
| 6M | -29.5% | -3.9% | -25.6% | -29.5% |
| YTD | +31.9% | -22.6% | +54.5% | +49.9% |
| 1Y | -3.6% | -5.3% | +1.7% | -3.3% |
| 3Y | +51.8% | +18.6% | +33.2% | +28.6% |
| 5Y | -46.9% | -34.4% | -12.5% | -35.9% |
| 10Y | +677.5% | -40.8% | +718.3% | +809.3% |
| All | +594.0% | -49.1% | +643.1% | +802.0% |
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