+37.2%
RIOT vs ALM
+247.3%
-210.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.0% | +4.8% |
| 7D | -1.5% | -11.8% | +10.3% | +2.6% |
| 30D | +5.7% | +7.8% | -2.1% | +2.7% |
| 3M | -17.9% | -9.3% | -8.6% | -16.9% |
| 6M | +45.0% | -30.5% | +75.4% | +53.2% |
| YTD | +69.5% | +75.8% | -6.4% | +51.5% |
| 1Y | +37.2% | +241.2% | -204.0% | +20.6% |
| All | +37.2% | +247.3% | -210.1% | +20.6% |
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