+805.4%
RIOT vs AR
+58.1%
+747.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +14.8% | +2.5% | +12.3% | +14.0% |
| 30D | +1.4% | +14.8% | -13.4% | -2.4% |
| 3M | -20.6% | +6.2% | -26.9% | -22.4% |
| 6M | +31.9% | +4.3% | +27.6% | +28.1% |
| YTD | +72.1% | +14.4% | +57.7% | +62.1% |
| 1Y | +65.7% | +21.3% | +44.3% | +53.4% |
| 3Y | +97.5% | +39.8% | +57.7% | +75.4% |
| 5Y | -36.7% | +142.1% | -178.8% | -51.6% |
| 10Y | +550.1% | +52.0% | +498.1% | +408.1% |
| All | +805.4% | +58.1% | +747.3% | +586.6% |
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