+79.0%
RIOT vs ALM
+909.2%
-830.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.5% | -3.2% |
| 7D | +4.8% | +1.2% | +3.6% | +4.4% |
| 30D | +16.0% | -19.3% | +35.4% | +20.7% |
| 3M | -8.8% | -40.6% | +31.9% | +0.3% |
| 6M | -29.7% | -57.9% | +28.2% | -19.1% |
| YTD | +38.3% | -6.7% | +45.0% | +48.8% |
| 1Y | +26.2% | +20.2% | +6.0% | +33.0% |
| 3Y | +79.0% | +879.4% | -800.5% | +98.6% |
| All | +79.0% | +909.2% | -830.3% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling