-29.6%
RIOT vs ALM
+958.0%
-987.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.3% |
| 7D | +18.4% | +3.6% | +14.8% | +17.8% |
| 30D | +13.8% | +33.8% | -20.0% | +9.3% |
| 3M | -12.7% | +14.8% | -27.5% | -14.8% |
| 6M | +50.1% | -7.0% | +57.1% | +49.1% |
| YTD | +74.2% | +108.1% | -33.9% | +64.3% |
| 1Y | +45.1% | +313.8% | -268.7% | +32.0% |
| 3Y | +101.6% | +2,227.6% | -2,126.1% | +68.1% |
| 5Y | -29.6% | +956.6% | -986.2% | -40.3% |
| All | -29.6% | +958.0% | -987.6% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling