+619.6%
RIOT vs ALM
+2,100.8%
-1,481.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.5% | -2.7% |
| 7D | +4.8% | +1.2% | +3.6% | +4.6% |
| 30D | +16.0% | -19.3% | +35.4% | +18.9% |
| 3M | -8.8% | -40.6% | +31.9% | -3.2% |
| 6M | -29.7% | -57.9% | +28.2% | -23.0% |
| YTD | +38.3% | -6.7% | +45.0% | +41.7% |
| 1Y | +26.2% | +20.2% | +6.0% | +26.5% |
| 3Y | +79.0% | +879.4% | -800.5% | +47.7% |
| 5Y | -60.4% | +415.3% | -475.6% | -66.6% |
| All | +619.6% | +2,100.8% | -1,481.2% | +682.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling