-26.7%
RIOT vs ALLE
+17.0%
-43.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.8% |
| 7D | +25.1% | +2.8% | +22.3% | +21.8% |
| 30D | +8.5% | -7.6% | +16.1% | +17.8% |
| 3M | -13.4% | +22.8% | -36.1% | -31.4% |
| 6M | +57.1% | +4.6% | +52.5% | +49.0% |
| YTD | +75.7% | -1.2% | +76.9% | +74.1% |
| 1Y | +65.6% | -9.1% | +74.8% | +77.8% |
| 3Y | +103.3% | +50.0% | +53.3% | +20.0% |
| 5Y | -26.7% | +15.2% | -42.0% | -42.2% |
| All | -26.7% | +17.0% | -43.7% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling