+659.2%
RIOT vs ALLY
+181.0%
+478.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | 0.0% |
| 7D | +18.9% | -2.8% | +21.7% | +21.1% |
| 30D | +11.0% | +1.9% | +9.1% | +9.1% |
| 3M | -9.7% | -12.1% | +2.4% | -2.0% |
| 6M | -27.9% | -9.0% | -18.9% | -23.6% |
| YTD | +44.3% | -12.9% | +57.2% | +58.2% |
| 1Y | +13.3% | -0.1% | +13.3% | +12.9% |
| 3Y | +76.4% | +64.6% | +11.9% | +29.1% |
| 5Y | -53.8% | -10.1% | -43.7% | -50.0% |
| 10Y | +670.6% | +176.7% | +493.9% | +366.3% |
| All | +659.2% | +181.0% | +478.2% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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