+627.6%
RIOT vs APA
+31.1%
+596.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.2% |
| 7D | +4.8% | +8.5% | -3.7% | +2.3% |
| 30D | +16.0% | +2.8% | +13.2% | +14.4% |
| 3M | -8.8% | +21.7% | -30.5% | -15.2% |
| 6M | -29.7% | +32.6% | -62.3% | -37.4% |
| YTD | +38.3% | +103.7% | -65.4% | +3.6% |
| 1Y | +26.2% | +101.8% | -75.6% | -5.2% |
| 3Y | +79.0% | +48.1% | +30.9% | +42.7% |
| 5Y | -60.4% | +91.9% | -152.2% | -71.3% |
| 10Y | +638.6% | +8.4% | +630.2% | +348.3% |
| All | +627.6% | +31.1% | +596.6% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 all: compounded portfolio wealth divided by compounded APA 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…
all analysis · Full analysis span regression · 6 months rolling