+627.6%
RIOT vs ALL
+396.9%
+230.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +4.8% | +5.0% | -0.2% | +3.1% |
| 30D | +16.0% | +13.3% | +2.7% | +10.1% |
| 3M | -8.8% | +3.2% | -12.0% | -10.9% |
| 6M | -29.7% | +25.3% | -55.0% | -38.1% |
| YTD | +38.3% | +30.5% | +7.8% | +17.1% |
| 1Y | +26.2% | +29.2% | -3.0% | +7.1% |
| 3Y | +79.0% | +119.1% | -40.2% | +8.8% |
| 5Y | -60.4% | +162.6% | -223.0% | -79.0% |
| 10Y | +638.6% | +378.8% | +259.8% | +187.9% |
| All | +627.6% | +396.9% | +230.7% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling