+805.4%
RIOT vs ALLE
+177.4%
+628.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.4% |
| 7D | +14.8% | -0.2% | +15.0% | +15.2% |
| 30D | +1.4% | -6.8% | +8.2% | +7.1% |
| 3M | -20.6% | +21.0% | -41.7% | -32.1% |
| 6M | +31.9% | +1.1% | +30.8% | +30.8% |
| YTD | +72.1% | -0.5% | +72.6% | +71.0% |
| 1Y | +65.7% | -7.3% | +72.9% | +72.4% |
| 3Y | +97.5% | +42.3% | +55.2% | +49.7% |
| 5Y | -36.7% | +13.5% | -50.1% | -44.5% |
| 10Y | +550.1% | +144.0% | +406.1% | +270.8% |
| All | +805.4% | +177.4% | +628.0% | +404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling