+659.2%
RIOT vs AR
+53.3%
+605.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +18.9% | +2.1% | +16.8% | +18.4% |
| 30D | +11.0% | +4.5% | +6.5% | +9.3% |
| 3M | -9.7% | +1.0% | -10.7% | -10.8% |
| 6M | -27.9% | +4.4% | -32.3% | -29.9% |
| YTD | +44.3% | +10.9% | +33.4% | +35.7% |
| 1Y | +13.3% | +8.6% | +4.7% | +7.1% |
| 3Y | +76.4% | +48.5% | +27.9% | +53.3% |
| 5Y | -53.8% | +95.7% | -149.5% | -63.3% |
| 10Y | +670.6% | +55.5% | +615.2% | +492.5% |
| All | +659.2% | +53.3% | +605.9% | +475.2% |
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