+650.9%
RIOT vs AR
+50.9%
+600.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.3% | +3.9% | +7.1% |
| 7D | +29.0% | -5.8% | +34.7% | +30.7% |
| 30D | +7.1% | +4.8% | +2.3% | +5.3% |
| 3M | -6.8% | +1.5% | -8.3% | -8.1% |
| 6M | -24.9% | +4.7% | -29.6% | -27.1% |
| YTD | +42.7% | +9.2% | +33.5% | +34.8% |
| 1Y | +4.4% | +11.2% | -6.8% | -2.0% |
| 3Y | +74.5% | +46.2% | +28.3% | +52.2% |
| 5Y | -50.5% | +98.1% | -148.5% | -60.7% |
| 10Y | +685.8% | +54.5% | +631.3% | +504.2% |
| All | +650.9% | +50.9% | +600.0% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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