+632.4%
RIOT vs ALLE
+208.6%
+423.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.1% |
| 7D | +20.8% | +1.6% | +19.2% | +19.4% |
| 30D | +7.0% | +24.1% | -17.1% | -10.4% |
| 3M | -12.3% | +14.8% | -27.1% | -22.3% |
| 6M | -27.3% | +45.9% | -73.1% | -46.8% |
| YTD | +40.7% | +20.7% | +20.0% | +18.7% |
| 1Y | +15.3% | +14.2% | +1.1% | +1.5% |
| 3Y | +72.1% | +90.7% | -18.6% | +3.3% |
| 5Y | -59.7% | +50.6% | -110.2% | -71.5% |
| All | +632.4% | +208.6% | +423.8% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling