-20.3%
RIOT vs ALM
+44.8%
-65.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.2% | +8.5% | +9.2% |
| 7D | +6.4% | -6.4% | +12.8% | +9.2% |
| 30D | -20.4% | -35.0% | +14.5% | -6.3% |
| 3M | -28.7% | -33.8% | +5.1% | -17.4% |
| 6M | -17.7% | -55.0% | +37.3% | +5.9% |
| YTD | +21.3% | -0.2% | +21.5% | +40.0% |
| 1Y | -20.3% | +41.8% | -62.0% | -14.7% |
| All | -20.3% | +44.8% | -65.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling