-29.6%
RIOT vs ALL
+115.1%
-144.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +18.4% | -2.2% | +20.7% | +18.8% |
| 30D | +13.8% | -5.6% | +19.3% | +14.6% |
| 3M | -12.7% | +17.2% | -30.0% | -16.4% |
| 6M | +50.1% | +23.2% | +26.9% | +41.4% |
| YTD | +74.2% | +23.6% | +50.6% | +62.0% |
| 1Y | +45.1% | +29.2% | +15.9% | +31.6% |
| 3Y | +101.6% | +153.8% | -52.3% | +32.4% |
| 5Y | -29.6% | +116.1% | -145.7% | -43.9% |
| All | -29.6% | +115.1% | -144.7% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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